Convergence and stability of the partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Poisson jumps

Computational and Applied Mathematics 2026

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Authors: Mingtian Tang, Zaiming Liu, Yunyan Wang, Hongshuai Dai

DOI: 10.1007/s40314-026-03622-7

Cited by: 0

References: 27

Fields of Study & Subjects

Numerical methods for differential equations Stochastic processes and financial applications Nonlinear Differential Equations Analysis

References 27