Frontiers of Mathematics in China >
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
Received date: 15 Sep 2020
Accepted date: 26 Feb 2021
Published date: 15 Apr 2021
Copyright
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.
Shuaibin GAO , Junhao HU , Li TAN , Chenggui YUAN . Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps[J]. Frontiers of Mathematics in China, 2021 , 16(2) : 395 -423 . DOI: 10.1007/s11464-021-0914-9
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