| Publication | Date of Publication | Type |
|---|
The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model
(available as arXiv preprint) | N/A | Paper |
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
Communications in Nonlinear Science and Numerical Simulation | 2026-01-15 | Paper |
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
(available as arXiv preprint) | 2026-01-01 | Paper |
Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
Communications in Nonlinear Science and Numerical Simulation | 2025-06-26 | Paper |
The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels
East Asian Journal on Applied Mathematics | 2025-06-20 | Paper |
The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
(available as arXiv preprint) | 2025-01-01 | Paper |
Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient
International Journal of Computer Mathematics | 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
Journal of Computational and Applied Mathematics | 2024-01-30 | Paper |
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion
Communications in Nonlinear Science and Numerical Simulation | 2024-01-23 | Paper |
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
(available as arXiv preprint) | 2024-01-01 | 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
Applied Mathematics and Computation | 2023-09-12 | Paper |
Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes
Discrete and Continuous Dynamical Systems. Series S | 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
Applied Numerical Mathematics | 2022-08-23 | Paper |
Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching
Advances in Difference Equations | 2022-05-12 | Paper |
The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations
Numerical Algorithms | 2022-01-13 | Paper |
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion
(available as arXiv preprint) | 2022-01-01 | Paper |
Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients
(available as arXiv preprint) | 2022-01-01 | Paper |
The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps
Discrete Dynamics in Nature and Society | 2021-08-12 | Paper |
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
Frontiers of Mathematics in China | 2021-08-05 | Paper |
