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Author

Shuaibin Gao

Observed name: Gao, Shuaibin
ORCID: 0000-0001-8321-4132
Observed ORCID: 0000-0001-8321-4132
OpenAlex ID: A5006591622
Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation
2022 · Hao Wu, Junhao Hu, et al. · SIAM Journal on Control and Optimization · 26
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The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations
2021 · Guoting Song, Junhao Hu, et al. · Numerical Algorithms · 14
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
2021 · Shuaibin Gao, Junhao Hu, et al. · Frontiers of Mathematics · 13
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An explicit Euler–Maruyama method for McKean–Vlasov SDEs driven by fractional Brownian motion
2023 · Jie He, Shuaibin Gao, et al. · Communications in Nonlinear Science and Numerical Simulation · 11
Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean–Vlasov equations
2023 · Shuaibin Gao, Qian Guo, et al. · Journal of Computational and Applied Mathematics · 8
The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations
2022 · Shuaibin Gao, Junhao Hu, et al. · Applied Numerical Mathematics · 5
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Mean-Square Convergence and Stability of the Backward Euler Method for SDDEs with Highly Nonlinear Growing Coefficients
2025 · Zhuoqi Liu, Shuaibin Gao · Complex Systems Stability & Control · 3
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Euler–Maruyama scheme for delay-type stochastic McKean–Vlasov equations driven by fractional Brownian motion
2025 · Shuaibin Gao, Qian Guo, et al. · Communications in Nonlinear Science and Numerical Simulation · 3
Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient
2023 · Jie He, Shuaibin Gao, et al. · International Journal of Computer Mathematics · 3
Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching
2020 · Shuaibin Gao, Junhao Hu · Advances in Difference Equations · 3
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Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes
2023 · Shuaibin Gao, Zhuoqi Liu, et al. · Discrete and Continuous Dynamical Systems - S · 2
The Truncated Theta-EM Method for Nonlinear and Nonautonomous Hybrid Stochastic Differential Delay Equations with Poisson Jumps
2021 · Weifeng Wang, Lei Yan, et al. · Discrete Dynamics in Nature and Society · 1
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Stability of exact and numerical solutions for McKean–Vlasov stochastic differential equations with Hölder diffusion coefficients
2026 · Zhuoqi Liu, Shuaibin Gao, et al. · Mathematics and Computers in Simulation
Numerical Scheme for the Invariant Measure of Highly Nonlinear McKean–Vlasov Stochastic Differential Equation
2026 · Zhuoqi Liu, Shuaibin Gao · Fluctuation and Noise Letters
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
2026 · Liu, Zhuoqi, Guo, Qian, et al. · arXiv (Cornell University)
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Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
2025 · Zhuoqi Liu, Shuaibin Gao, et al. · Communications in Nonlinear Science and Numerical Simulation
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The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
2025 · Liu, Hu, Gao, Shuaibin, et al. · arXiv (Cornell University)
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The Randomized Milstein Scheme for Stochastic Volterra Integral Equations with Weakly Singular Kernels
2024 · Zhaohang Wang, Zhuoqi Liu, et al. · East Asian Journal on Applied Mathematics
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Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
2024 · Gao, Shuaibin, Guo, Qian, et al. · arXiv (Cornell University)
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The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model
2024 · Liu, Zhuoqi, Wang, Zhaohang, et al. · arXiv (Cornell University)
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Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence
2023 · Shuaibin Gao, Xiaotong Li, et al. · Applied Mathematics and Computation
Convergence rate in $\mathcal{L}^p$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations
2023 · Gao, Shuaibin, Guo, Qian, et al. · arXiv (Cornell University)
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Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients
2022 · Liu, Zhuoqi, Guo, Qian, et al. · arXiv (Cornell University)
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An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion
2022 · He, Jie, Gao, Shuaibin, et al. · arXiv (Cornell University)
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Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
2020 · Gao, Shuaibin, Hu, Junhao, et al. · arXiv (Cornell University)
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Works count: 26
Citation count: 92
H-index: 5
I10-index: 4
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