Shuaibin Gao

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 16

Top Topics

Highly Nonlinear

Stochastic Process

Numerical Scheme

Brownian Motion

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Commun. Nonlinear Sci. Numer. Simul.

Publications

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 (2024)
Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. CoRR (2024)
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 (2024)
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 (2024)
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) (2023)
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 (2023)
Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan
sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. CoRR (2023)
Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo
Stability of the numerical scheme for stochastic McKean-Vlasov equations. CoRR (2023)
Zhaohang Wang, Zhuoqi Liu, Shuaibin Gao, Junhao Hu
The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels. CoRR (2023)
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 (2022)
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) (2022)
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) (2022)
Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion. CoRR (2022)
Shuaibin Gao, Junhao Hu, Jie He, Qian Guo
The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations. CoRR (2021)
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 (2020)
Guoting Song, Junhao Hu, Shuaibin Gao, Xiaoyue Li
The Strong Convergence and Stability of Explicit Approximations for Nonlinear Stochastic Delay Differential Equations. CoRR (2020)