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

Gao, Shuaibin, Hu, Junhao, Tan, Li, Yuan, Chenggui

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.

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