The truncated EM method for stochastic differential equations with Poisson jumps

• 期刊名称Journal of Computational and Applied Mathematics
• 作者Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong
• 印刷ISSN0377-0427
• 文件大小430.84KB
• 发表时间2019-2
• DOI10.1016/j.cam.2019.01.020