The truncated EM method for stochastic differential equations with Poisson jumps

Shounian Deng, Weiyin Fei, Wei Liu 0039, Xuerong Mao. The truncated EM method for stochastic differential equations with Poisson jumps. J. Computational Applied Mathematics, 355:232-257, 2019. [doi]

Authors

Shounian Deng

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Weiyin Fei

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Wei Liu 0039

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Xuerong Mao

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