Shuaibin Gao - RankMe

21 papers Journal 21

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos. CoRR Zhuoqi Liu, Qian Guo, Shuaibin Gao, Chenggui Yuan
2026	J	`jnl`	Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations. Commun. Nonlinear Sci. Numer. Simul. Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo
2026	J	`jnl`	Stability of exact and numerical solutions for McKean-Vlasov stochastic differential equations with Hölder diffusion coefficients. Math. Comput. Simul. Zhuoqi Liu, Shuaibin Gao, Qian Guo
2025	J	`jnl`	Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. Commun. Nonlinear Sci. Numer. Simul. Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan
2025	J	`jnl`	The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons. CoRR Hu Liu, Shuaibin Gao, Junhao Hu
2024	J	`jnl`	An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. Commun. Nonlinear Sci. Numer. Simul. Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
2024	J	`jnl`	Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. J. Comput. Appl. Math. Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan
2024	J	`jnl`	Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. CoRR Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan
2024	J	`jnl`	The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model. CoRR Zhuoqi Liu, Zhaohang Wang, Siying Sun, Shuaibin Gao
2023	J	`jnl`	Convergence rate in L CoRR Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan
2023	J	`jnl`	Stability of the numerical scheme for stochastic McKean-Vlasov equations. CoRR Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo
2023	J	`jnl`	Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence. Appl. Math. Comput. Shuaibin Gao, Xiaotong Li, Zhuoqi Liu
2023	J	`jnl`	The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels. CoRR Zhaohang Wang, Zhuoqi Liu, Shuaibin Gao, Junhao Hu
2023	J	`jnl`	Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. Int. J. Comput. Math. Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
2022	J	`jnl`	An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion. CoRR Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
2022	J	`jnl`	Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients. CoRR Zhuoqi Liu, Qian Guo, Shuaibin Gao
2022	J	`jnl`	Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM J. Control. Optim. Hao Wu, Junhao Hu, Shuaibin Gao, Chenggui Yuan
2022	J	`jnl`	The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations. Numer. Algorithms Guoting Song, Junhao Hu, Shuaibin Gao, Xiaoyue Li
2021	J	`jnl`	The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations. CoRR Shuaibin Gao, Junhao Hu, Jie He, Qian Guo
2020	J	`jnl`	Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. CoRR Shuaibin Gao, Junhao Hu, Li Tan, Chenggui Yuan
2020	J	`jnl`	The Strong Convergence and Stability of Explicit Approximations for Nonlinear Stochastic Delay Differential Equations. CoRR Guoting Song, Junhao Hu, Shuaibin Gao, Xiaoyue Li