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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.
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Higher Education Press
2021
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| Materias: | |
| 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 |