Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps

DOI10.2298/FIL1712815YzbMath1488.60157OpenAlexW2791659506WikidataQ130109191 ScholiaQ130109191MaRDI QIDQ5162036

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Publication date: 1 November 2021

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1712815y

zbMATH Keywords

convergencetamed Euler methodstochastic differential equations with piecewise continuous arguments and Poisson jumps

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Exponential stability of non-linear stochastic delay differential system with generalized delay-dependent impulsive points ⋮ Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments ⋮ Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments

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