The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
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Publication:6191883
DOI10.4208/jcm.2204-m2021-0270OpenAlexW4361801882MaRDI QIDQ6191883
Xuerong Mao, Chen Fei, Shounian Deng, Weiyin Fei
Publication date: 12 February 2024
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/80128/1/Deng_etal_JCM_2022_The_truncated_EM_method_for_jump_diffusion.pdf
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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Cites Work
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