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02/20/2023
Convergence rate in ℒ^p sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations
This paper focuses on the numerical scheme of highly nonlinear neutral m...
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09/20/2022
Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients
Over the last few decades, the numerical methods for stochastic differen...
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09/10/2022
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion
In this paper, we establish the theory of chaos propagation and propose ...
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12/21/2021
The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations
This paper focuses on the strong convergence of the truncated θ-Milstein...
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09/07/2020
Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
In this paper, we study a class of super-linear stochastic differential ...
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08/19/2020