The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise
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DOI: 10.1080/00207160.2020.1748187
Abstract: ABSTRACT This paper aims to consider stochastic differential equations with piecewise continuous arguments (SDEPCAs) driven by Lévy noise where both drift and diffusion coefficients satisfy local Lipschitz condition plus Khasminskii-type condition and the jump coefficient… read more here.
Keywords: driven noise; stochastic differential; differential equations; piecewise continuous ... See more keywords