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

被引：0
|
作者：
Shuaibin Gao
Junhao Hu
Li Tan
Chenggui Yuan
机构：
[1] South-Central University for Nationalities,School of Mathematics and Statistics
[2] Jiangxi University of Finance and Economics,School of Statistics
[3] Jiangxi University of Finance and Economics,Research Center of Applied Statistics
[4] Swansea University,Department of Mathematics
来源：
Frontiers of Mathematics in China | 2021年 / 16卷
关键词：
Truncated Euler-Maruyama method; stochastic differential delay equations; Poisson jumps; rate of the convergence; 60H10; 65C30;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：395 / 423
页数：28
相关论文
共 50 条
12345