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20082020
most citedA note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions

4 citations · 8 across the 7 of their papers we have counts for

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math.NA2020

Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps

Shuaibin Gao, Junhao Hu, Li Tan +1

In this paper, we study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated…