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<p>We consider a class of highly nonlinear stochastic differential equations with piecewise continuous arguments driven by Poisson jumps. The convergence and stability are investigated by using the partially truncated Euler-Maruyama method. We also give numerical examples to show that the numerical method of the partially truncated Euler-Maruyama is effective.</p>

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

  • 期刊论文

  • 发表日期：

    2026年2月3日

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  • Mingtian Tang,
  • Zaiming Liu,
  • Yunyan Wang,
  • Hongshuai Dai

摘要

We consider a class of highly nonlinear stochastic differential equations with piecewise continuous arguments driven by Poisson jumps. The convergence and stability are investigated by using the partially truncated Euler-Maruyama method. We also give numerical examples to show that the numerical method of the partially truncated Euler-Maruyama is effective.