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

09/07/2020

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by Shuaibin Gao, et al.

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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.

Shuaibin Gao
6 publications
Junhao Hu
6 publications
Li Tan
16 publications
Chenggui Yuan
4 publications

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