The truncated Euler–Maruyama method for stochastic differential equations

probability for hybrid SDEs with jumps under nonlinear growth condition3. This

In this paper, we embed the MLMC method with the truncated EM method and study the conver- gence and the computational cost of this combination to approximate expectations of

This paper investigates the almost sure and mean-square exponential stability of the trivial solution of NSFDEs with jumps, and examines the conditions under which the explicit

This is a continuation of the first author’s earlier paper [17] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the

By the continuous and discrete nonnegative semimartingale convergence theo- rems, this paper investigates conditions under which the Euler–Maruyama (EM) approxi- mations of

multi-valued stochastic differential equation, backward Euler– Maruyama method, strong convergence, stochastic gradient flow, discontinuous drift, H¨ older con- tinuous

This paper investigates the almost sure and mean-square exponential stability of the trivial solution of NSFDEs with jumps, and examines the conditions under which the explicit

This paper deals with a class of backward stochastic differential equations (BSDE in short) under Lipschitz and monotonicity coefficients, the authors obtain the