Guangqiang Lan

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Person:744232

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zbMath Open lan.guangqiangMaRDI QIDQ744232

List of research outcomes





PublicationDate of PublicationType
Convergence of modified truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients2024-10-09Paper
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations2023-09-15Paper
Mean square exponential stability of numerical methods for stochastic differential delay equations2023-06-21Paper
Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Volterra Integral Equations with Time-Dependent Delay2022-05-27Paper
Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations2021-12-09Paper
\(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations2020-04-29Paper
General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching2019-11-18Paper
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations2019-07-26Paper
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay2018-11-16Paper
Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations2018-06-12Paper
Strong convergence rates of modified truncated EM method for stochastic differential equations2018-01-12Paper
Exponential stability of modified truncated EM method for stochastic differential equations2017-04-11Paper
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching2015-05-22Paper
Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients2015-01-29Paper
The explicit solution and precise distribution of CKLS model under Girsanov transform2014-10-09Paper
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients2014-10-06Paper
Stochastic continuity, irreducibility and non confluence for SDEs with jumps2014-07-07Paper
Polynomial and exponential stability of $\theta$-EM approximations to a class of stochastic differential equations2014-07-06Paper
Large deviation principle of SDEs with non-Lipschitzian coefficients under localized conditions2014-04-05Paper
Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition2014-04-04Paper
https://portal.mardi4nfdi.de/entity/Q34045932010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q34046432010-02-12Paper
(Quasi-)regular Dirichlet forms for particle systems on Polish spaces2008-03-14Paper

Research outcomes over time

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