The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (Q5031226)
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scientific article; zbMATH DE number 7476570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise |
scientific article; zbMATH DE number 7476570 |
Statements
The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (English)
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18 February 2022
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stochastic differential equation
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truncated Euler-Maruyama method
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local Lipschitz condition
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Khasminskii-type condition
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convergence rate
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