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20202026
most citedWell-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise

11 citations · 12 across the 7 of their papers we have counts for

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math.NA2025

An Explicit Euler-type Scheme for Lévy-driven SDEs with Superlinear and Time-Irregular Coefficients

Sani Biswas, Joaquin Fontbona

This paper introduces a randomized tamed Euler scheme tailored for Lévy-driven stochastic differential equations (SDEs) with superlinear random coefficients and Carathéodory-type d…