Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients. - Zhuoqi Liu; Qian Guo; Shuaibin Gao (CoRR, 2022)

The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels. - Zhaohang Wang; Zhuoqi Liu; Shuaibin Gao; Junhao Hu (CoRR, 2023)

Stability of the numerical scheme for stochastic McKean-Vlasov equations. - Zhuoqi Liu; Shuaibin Gao; Chenggui Yuan; Qian Guo 002 (CoRR, 2023)

Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence. - Shuaibin Gao; Xiaotong Li; Zhuoqi Liu (Appl. Math. Comput., 2023)

The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model. - Zhuoqi Liu; Zhaohang Wang; Siying Sun; Shuaibin Gao (CoRR, 2024)

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. - Shuaibin Gao; Qian Guo 002; Zhuoqi Liu; Chenggui Yuan (CoRR, 2024)

Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. - Shuaibin Gao; Qian Guo; Zhuoqi Liu; Chenggui Yuan (Commun. Nonlinear Sci. Numer. Simul., 2025)