Shuaibin Gao

According to our database, Shuaibin Gao authored at least 15 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations.

Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan

J. Comput. Appl. Math., May, 2024

An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion.

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo

Commun. Nonlinear Sci. Numer. Simul., March, 2024

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion.

Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan

CoRR, 2024

The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model.

Zhuoqi Liu, Zhaohang Wang, Siying Sun, Shuaibin Gao

CoRR, 2024

2023

Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence.

Shuaibin Gao, Xiaotong Li, Zhuoqi Liu

Appl. Math. Comput., December, 2023

Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient.

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo

Int. J. Comput. Math., 2023

Stability of the numerical scheme for stochastic McKean-Vlasov equations.

Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo

CoRR, 2023

The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels.

Zhaohang Wang, Zhuoqi Liu, Shuaibin Gao, Junhao Hu

CoRR, 2023

Convergence rate in L^p sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations.

Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan

CoRR, 2023

2022

Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation.

Hao Wu, Junhao Hu, Shuaibin Gao, Chenggui Yuan

SIAM J. Control. Optim., October, 2022

The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations.

Guoting Song, Junhao Hu, Shuaibin Gao, Xiaoyue Li

Numer. Algorithms, 2022

Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients.

Zhuoqi Liu, Qian Guo, Shuaibin Gao

CoRR, 2022

An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion.

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo

CoRR, 2022

2021

The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations.

Shuaibin Gao, Junhao Hu, Jie He, Qian Guo

CoRR, 2021

2020

Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps.

Shuaibin Gao, Junhao Hu, Li Tan, Chenggui Yuan

CoRR, 2020