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math.NA2026
A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
Sani Biswas
This work presents a randomized-tamed Milstein scheme for stochastic differential equations whose drift coefficient exhibits superlinear growth in the state variable and limited te…
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…