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International Journal of Computer Mathematics Volume 98, 2021 - Issue 2
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Original Articles

The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise

Wei ZhangSchool of Mathematical Sciences, Heilongjiang University, Harbin, Heilongjiang, People's Republic of ChinaCorrespondence[email protected]
Pages 389-413 | Received 25 Sep 2018, Accepted 18 Mar 2020, Published online: 11 Apr 2020

Citations (3)

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Hongling Shi, Minghui Song & Mingzhu Liu. (2023) Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments. International Journal of Computer Mathematics 100:12, pages 2269-2289.
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Articles from other publishers (2)

Hongling Shi, Minghui Song & Mingzhu Liu. (2024) Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments. Journal of Computational and Applied Mathematics 438, pages 115549.
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Hongling Shi, Minghui Song & Mingzhu Liu. (2023) Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments. Numerical Algorithms.
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