Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by $\hat{I}\pm$-stable Lévy Process

Jianhai Bao, Haitao Wang, Yue Wu +1

In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift driven by symmetric $\hat{I}\pm$-table proce…