Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps

We study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are investigated under the generalized Khasminskii-type condition.

Detalles Bibliográficos
Autores principales: Gao, Shuaibin, Hu, Junhao, Tan, Li, Yuan, Chenggui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Higher Education Press 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8042460/
https://www.ncbi.nlm.nih.gov/pubmed/33868393
http://dx.doi.org/10.1007/s11464-021-0914-9

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8042460/
https://www.ncbi.nlm.nih.gov/pubmed/33868393
http://dx.doi.org/10.1007/s11464-021-0914-9

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