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]
@article{DengFLM19,
title = {The truncated EM method for stochastic differential equations with Poisson jumps},
author = {Shounian Deng and Weiyin Fei and Wei Liu 0039 and Xuerong Mao},
year = {2019},
doi = {10.1016/j.cam.2019.01.020},
url = {https://doi.org/10.1016/j.cam.2019.01.020},
researchr = {https://researchr.org/publication/DengFLM19},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {355},
pages = {232-257},
}