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ORCIDShuaibin Gao
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2020 – today
- 2024
[j6]Jie He, Shuaibin Gao
, Weijun Zhan, Qian Guo:
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. Commun. Nonlinear Sci. Numer. Simul. 130: 107763 (2024)- [j5]Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan:
Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. J. Comput. Appl. Math. 441: 115682 (2024) - [i10]Zhuoqi Liu, Zhaohang Wang, Siying Sun, Shuaibin Gao:
The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model. CoRR abs/2403.11178 (2024) - [i9]Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan:
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. CoRR abs/2405.16232 (2024) - 2023
- [j4]Shuaibin Gao, Xiaotong Li, Zhuoqi Liu:
Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence. Appl. Math. Comput. 458: 128224 (2023) - [j3]Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo:
Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. Int. J. Comput. Math. 100(12): 2184-2195 (2023) - [i8]Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan:
Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. CoRR abs/2302.09724 (2023) - [i7]Zhaohang Wang, Zhuoqi Liu, Shuaibin Gao, Junhao Hu:
The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels. CoRR abs/2312.03474 (2023) - [i6]Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo:
Stability of the numerical scheme for stochastic McKean-Vlasov equations. CoRR abs/2312.12699 (2023) - 2022
- [j2]Guoting Song, Junhao Hu, Shuaibin Gao, Xiaoyue Li:
The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations. Numer. Algorithms 89(2): 855-883 (2022) - [j1]Hao Wu, Junhao Hu, Shuaibin Gao, Chenggui Yuan:
Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM J. Control. Optim. 60(5): 2884-2901 (2022) - [i5]Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo:
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion. CoRR abs/2209.04574 (2022) - [i4]Zhuoqi Liu, Qian Guo, Shuaibin Gao:
Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients. CoRR abs/2209.09754 (2022) - 2021
- [i3]Shuaibin Gao, Junhao Hu, Jie He, Qian Guo:
The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations. CoRR abs/2112.11006 (2021) - 2020
- [i2]Guoting Song, Junhao Hu, Shuaibin Gao, Xiaoyue Li:
The Strong Convergence and Stability of Explicit Approximations for Nonlinear Stochastic Delay Differential Equations. CoRR abs/2008.08249 (2020) - [i1]Shuaibin Gao, Junhao Hu, Li Tan, Chenggui Yuan:
Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. CoRR abs/2009.03049 (2020)
Coauthor Index
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