1. Numerical Solution of Stochastic Differential Equations with Jumps in Finance;Platen,2010
2. Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift;Przybyłowicz;Appl. Math. Comput.,2021
3. Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps;Przybyłowicz;Stat. Probab. Lett.,2021
4. Theory of Stochastic Differential Equations with Jumps and Applications, Mathematical and Analytical Techniques with Applications to Engineering;Situ,2005
5. Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm;Morkisz;Appl. Numer. Math.,2014