2 papers
math.NA2026
Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
Yan Ding, Sizhou Wu, Ying Zhang
We study the temporal-spatial regularity properties of tamed Euler approximations for Lévy-driven SDEs with superlinearly growing drift and diffusion coefficients. We first introd…
math.NA2025
Multilevel Picard approximation algorithm for semilinear partial integro-differential equations and its complexity analysis
Ariel Neufeld, Sizhou Wu
In this paper we introduce a multilevel Picard approximation algorithm for semilinear parabolic partial integro-differential equations (PIDEs). We prove that the numerical approxim…