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

被引：6

作者：

Gao, Shuaibin ^{[1
]}

Hu, Junhao ^{[1
]}

Tan, Li ^{[2
,3
]}

Yuan, Chenggui ^{[4
]}

机构：

[1] South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R China

[2] Jiangxi Univ Finance & Econ, Sch Stat, Nanchang 330013, Jiangxi, Peoples R China

[3] Jiangxi Univ Finance & Econ, Res Ctr Appl Stat, Nanchang 330013, Jiangxi, Peoples R China

[4] Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales

来源：

FRONTIERS OF MATHEMATICS IN CHINA | 2021年 / 16卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Truncated Euler-Maruyama method; stochastic differential delay equations; Poisson jumps; rate of the convergence;

D O I：

10.1007/s11464-021-0914-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：395 / 423

页数：29

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