Chuying Huang

Available identifiers

zbMath Open huang.chuyingMaRDI QIDQ1748059

List of research outcomes

Publication	Date of Publication	Type
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises	2023-01-10	Paper
Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions	2022-11-28	Paper
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions	2022-05-17	Paper
Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions	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	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	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	2018-05-02	Paper
Strong convergence rate of Runge--Kutta methods and simplified step-$N$ Euler schemes for SDEs driven by fractional Brownian motions	2017-11-08	Paper
Symplectic Runge-Kutta Methods for Hamiltonian Systems Driven by Gaussian Rough Paths	2017-04-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Chuying Huang