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20182021
most citedNumerical methods for stochastic Volterra integral equations with weakly singular kernels

2 citations · 4 across the 4 of their papers we have counts for

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2 papers · 1 filter

math.NA2018

Compensated projected Euler method for stochastic differential equations with jumps under global monotonicity condition

Min Li, Chengming Huang

This paper presents and analyzes the compensated projected Euler-Maruyama method for stochastic differential equations with jumps under a global monotonicity condition. Compared wi…

math.NA2018★ 1 cited

Projected Euler method for stochastic delay differential equation under a global monotonicity condition

Min Li, Chengming Huang

This paper investigates projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. This condition admits some equations with…