Shuaibin Gao

Available identifiers

zbMath Open gao.shuaibinMaRDI QIDQ2045298

List of research outcomes

Publication	Date of Publication	Type
Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient	2024-02-13	Paper
Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations	2024-01-30	Paper
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion	2024-01-23	Paper
Stability of the numerical scheme for stochastic McKean-Vlasov equations	2023-12-19	Paper
The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels	2023-12-06	Paper
Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence	2023-09-12	Paper
Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes	2023-07-03	Paper
Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients	2022-09-20	Paper
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion	2022-09-09	Paper
The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations	2022-08-23	Paper
Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching	2022-05-12	Paper
The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations	2022-01-13	Paper
The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps	2021-08-12	Paper
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps	2021-08-05	Paper
The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model	N/A	Paper

Research outcomes over time

This page was built for person: Shuaibin Gao