THE TRUNCATED EM METHOD FOR JUMP-DIFFUSION SDDES WITH SUPER-LINEARLY GROWING DIFFUSION AND JUMP COEFFICIENTS

Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao

Journal of Computational Mathematics ›› 2024, Vol. 42 ›› Issue (1) : 178-216.

中国科学院数学与系统科学研究院期刊网
JCM
Journal of Computational Mathematics ›› 2024, Vol. 42 ›› Issue (1) : 178-216. DOI: 10.4208/jcm.2204-m2021-0270

THE TRUNCATED EM METHOD FOR JUMP-DIFFUSION SDDES WITH SUPER-LINEARLY GROWING DIFFUSION AND JUMP COEFFICIENTS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2024, 42(1): 178-216 https://doi.org/10.4208/jcm.2204-m2021-0270

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