Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion.
Commun. Nonlinear Sci. Numer. Simul., 2025
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion.
CoRR, 2024
The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model.
CoRR, 2024
Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence.
Appl. Math. Comput., December, 2023
Stability of the numerical scheme for stochastic McKean-Vlasov equations.
CoRR, 2023
The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels.
CoRR, 2023
Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients.
CoRR, 2022