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arxiv: 2009.03049 · v1 · pith:FXGHXCC2 · submitted 2020-09-07 · math.NA · cs.NA· math.PR

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

Shuaibin Gao , Junhao Hu , Li Tan , Chenggui Yuan This is my paper

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classification math.NA cs.NAmath.PR
keywords convergencedelaydifferentialequationseuler-maruyamajumpspoissonrate
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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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