Chuying Huang

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Active since

2018

Affiliations

Academy of Mathematics and Systems Science(Current)

University of Chinese Academy of Sciences

Chinese Academy of Sciences

Chuying Huang is an author at Academy of Mathematics and Systems Science specializing in dynamical systems, brownian motion, and fractional brownian motion.

Publications per year

2018–2020

Publications

Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion

Jialin Hong, Chuying Huang, Minoo Kamrani et al. · Stochastic Processes and their Applications · 2019 · 35 citations · Full text

Engineering, Mathematics, Dynamical Systems +11

Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions

Jialin Hong, Chuying Huang, Xu Wang · IMA Journal of Numerical Analysis · 2020 · 20 citations · Full text

Engineering, Mathematics, Computational Mechanics +14

Symplectic Runge–Kutta methods for Hamiltonian systems driven by Gaussian rough paths

Jialin Hong, Chuying Huang, Xu Wang · Applied Numerical Mathematics · 2018 · 17 citations · Full text

Natural Sciences, Computational Engineering, Computational Mechanics +13

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