Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lèvy process

In this paper, the numerical solutions of doubly perturbed stochastic delay differential equations driven by Lèvy process are investigated. Using the Euler–Maruyama method, we define the numerical solutions, and show that the numerical solutions converge to the true solutions under the local Lipschitz condition. As a corollary, we give the order of convergence under the global Lipschtiz condition.[graphic not available: see fulltext]