The Truncated Theta-EM Method for Nonlinear and Nonautonomous Hybrid Stochastic Differential Delay Equations with Poisson Jumps

被引:0
作者
Wang, Weifeng [1 ]
Yan, Lei [2 ]
Gao, Shuaibin [1 ]
Hu, Junhao [1 ]
机构
[1] South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R China
[2] Wuchang Univ Technol, Sch Gen Qual Educ, Wuhan 430223, Peoples R China
基金
中国国家自然科学基金;
关键词
EULER-MARUYAMA METHOD; STRONG-CONVERGENCE; NUMERICAL-SOLUTIONS; STABILITY;
D O I
10.1155/2021/2882076
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we study a class of nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (HSDDEwPJs). The convergence rate of the truncated theta-EM numerical solutions to HSDDEwPJs is investigated under given conditions. An example is shown to support our theory.
引用
收藏
页数:17
相关论文
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