TRUNCATED EULER-MARUYAMA METHOD FOR TIME-CHANGED STOCHASTIC DIFFERENTIAL EQUATIONS WITH SUPER-LINEAR STATE VARIABLES AND HÖLDER’S CONTINUOUS TIME VARIABLES

Xiaotong Li, Wei Liu, Tianjiao Tang

Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (5) : 1194-1218.

中国科学院数学与系统科学研究院期刊网
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Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (5) : 1194-1218. DOI: 10.4208/jcm.2411-m2022-0061 CSTR: 32031.14.jcm.2411-m2022-0061

TRUNCATED EULER-MARUYAMA METHOD FOR TIME-CHANGED STOCHASTIC DIFFERENTIAL EQUATIONS WITH SUPER-LINEAR STATE VARIABLES AND HÖLDER’S CONTINUOUS TIME VARIABLES

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2025, 43(5): 1194-1218 https://doi.org/10.4208/jcm.2411-m2022-0061

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