Numerical Solutions of Stochastic Differential Equations with Jumps and Measurable Drifts
This paper deals with numerical analysis of solutions to stochastic differential equations with jumps (SDEJs) with measurable drifts that may have quadratic growth. The main tool used is the Zvonkin space transformation to eliminate the singular part of the drift. More precisely, the idea is to tran...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/17/3755 |