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<p>In this paper, we consider a delayed Ait-Sahalia type model driven by Poisson jumps. The analytical properties including uniqueness, positiveness and boundedness of the true solution to this model are investigated. Since the coefficients are sup-linear, a tamed Euler–Maruyama (EM) method is constructed, and it is shown that the tamed EM solution converges strongly to the true solution.</p>

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Tamed EM Method for a Delayed Ait-Sahalia Type Model Driven by Poisson Jumps

  • 期刊论文

  • 发表日期：

    2025年10月15日

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  • Li Tan,
  • Shengrong Wang

摘要

In this paper, we consider a delayed Ait-Sahalia type model driven by Poisson jumps. The analytical properties including uniqueness, positiveness and boundedness of the true solution to this model are investigated. Since the coefficients are sup-linear, a tamed Euler–Maruyama (EM) method is constructed, and it is shown that the tamed EM solution converges strongly to the true solution.