Chuying Huang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems IMA Journal of Numerical Analysis	2025-10-15	Paper
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises Statistics & Probability Letters	2023-01-10	Paper
Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions Journal of Differential Equations	2022-11-28	Paper
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions IMA Journal of Numerical Analysis	2022-05-17	Paper
Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions (available as arXiv preprint)	2021-03-21	Paper
Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion	2020-07-04	Paper
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion Stochastic Processes and their Applications	2020-04-01	Paper
Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems based on the Wong--Zakai approximation	2019-07-05	Paper
Optimal regularity of stochastic evolution equations in M-type 2 Banach spaces Journal of Differential Equations	2019-05-21	Paper
Strong convergence of numerical discretizations for semilinear stochastic evolution equations driven by multiplicative white noise	2018-05-19	Paper
Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths Applied Numerical Mathematics	2018-05-02	Paper
Strong convergence rate of Runge--Kutta methods and simplified step-N Euler schemes for SDEs driven by fractional Brownian motions (available as arXiv preprint)	2017-11-08	Paper
Symplectic Runge-Kutta Methods for Hamiltonian Systems Driven by Gaussian Rough Paths (available as arXiv preprint)	2017-04-13	Paper

Research outcomes over time

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