高帅斌，男，2024年6月毕业于上海师范大学，获计算数学博士学位，同年7月进入威尼斯wns8885556数学与统计学学院任教，主要研究方向为随机微分方程的应用和数值算法。2023年受国家留学基金委资助，赴英国Swansea大学访学。现主持学校教师科研启动资助项目1项。在JCAM、SICON、CNSNS、ANM、AMC等国内外学术期刊上发表SCI论文10余篇，部分代表作如下：

[1] Gao Shuaibin, Guo Qian, Hu Junhao, Yuan Chenggui. Convergence rate in L^p sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. Journal of Computational and Applied Mathematics, 2024, 441: 115682.

[2] He Jie, Gao Shuaibin, Zhan Weijun, Guo Qian. An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. Communications in Nonlinear Science and Numerical Simulation, 2024, 130: 107763.

[3] Gao Shuaibin, Li Xiaotong, Liu Zhuoqi. Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence. Applied Mathematics and Computation, 2023, 458: 128224.

[4] Gao Shuaibin, Liu Zhuoqi, Hu Junhao, Guo Qian. Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes. Discrete and Continuous Dynamical Systems-S, 2023, 16(5): 1080-1110.

[5] He Jie, Gao Shuaibin, Zhan Weijun, Guo Qian. Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. International Journal of Computer Mathematics, 2023, 100(12): 2184-2195.

[6] Gao Shuaibin, Hu Junhao, He Jie, Guo Qian. The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations. Applied Numerical Mathematics, 2022, 181: 234-254.

[7] Wu Hao, Hu Junhao, Gao Shuaibin, Yuan Chenggui. Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM Journal on Control and Optimization, 2022, 60(5): 2884-2901.

[8] Song Guoting, Hu Junhao, Gao Shuaibin, Li Xiaoyue. The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations. Numerical Algorithms, 2022, 89(2): 855-883.

[9] Gao Shuaibin, Hu Junhao, Tan Li, Yuan Chenggui. Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. Frontiers of Mathematics in China, 2021, 16: 395-423.

联系方式

shuaibingao@scuec.edu.cn

作者：高帅斌；编辑：郭敏；审核：郭晖；上传：郭敏。