论文标题
截短的Euler-Maruyama方法的强收敛速率,用于随机微分延迟方程,带泊松跳跃
Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
论文作者
论文摘要
在本文中,我们使用泊松跳跃(SDDEWPJ)研究了一类超线随机差延迟方程。在广义的Khasminskii-Type条件下研究了截短的Euler-Maruyama数值溶液的收敛性和速率。
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.