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Paper detail

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

In this paper, 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.

preprint2020arXivOpen access
Shuaibin GaoJunhao HuLi TanChenggui Yuan
math.PRmath.NANumerical Analysis
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Shuaibin GaoJunhao HuLi TanChenggui Yuan

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