We extend the taming techniques for explicit Euler approximations of stochastic differential
equations driven by Lévy noise with superlinearly growing drift coefficients. Strong …

The explicit Euler scheme and similar explicit approximation schemes (such as the Milstein
scheme) are known to diverge strongly and numerically weakly in the case of one …

This paper focuses on explicit approximations for nonlinear stochastic delay differential
equations (SDDEs). Under less restrictive conditions, the truncated Euler-Maruyama (TEM) …

This paper is concerned with the stability and numerical analysis of solution to highly
nonlinear stochastic differential equations with jumps. By the Itô formula, stochastic …

Motivated by the results of 21, we propose explicit Euler-type schemes for SDEs with
random coefficients driven by Lévy noise when the drift and diffusion coefficients can grow …

We prove the well-posedness of solutions to McKean-Vlasov stochastic differential
equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy …

We show existence and uniqueness of solutions of stochastic path-dependent differential
equations driven by cadlag martingale noise under joint local monotonicity and coercivity …

We derive a stochastic Gronwall lemma with suprema over the paths in the upper bound of
the assumed affine-linear growth assumption. This allows applications to It\^ o processes …

The subject of this paper is an analytic approximate method for a class of stochastic
differential equations with coefficients that do not necessarily satisfy the Lipschitz and linear …

In this paper, we obtain the existence, uniqueness, and positivity of the solution to delayed
stochastic differential equations with jumps. This equation is then applied to model the price …