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The truncated EM method for stochastic differential equations with Poisson jumps
8 references·0 citing·22 second hop
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References

  • 2016Numerical solution of stochastic differential equations5,001 cited
  • 2008Stochastic differential equations and applications4,595 cited
  • 2010Numerical Solution of Stochastic Differential Equations with Jumps in Finance465 cited
  • 2012Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients428 cited
  • 2007Modeling with Itô Stochastic Differential Equations269 cited
  • 2014Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients227 cited
  • 2013A note on tamed Euler approximations185 cited
  • 2011Stochastic ordinary differential equations in applied and computational mathematics46 cited

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