Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift
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Publication:6330772
DOI10.1016/j.amc.2021.126191zbMath1510.65018arXiv1912.04215MaRDI QIDQ6330772
Paweł Przybyłowicz, Michaela Szölgyenyi
Publication date: 9 December 2019
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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