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math.NA2020
Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
Shuaibin Gao, Junhao Hu, Li Tan +1
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…
math.NA2020
The Strong Convergence and Stability of Explicit Approximations for Nonlinear Stochastic Delay Differential Equations
Guoting Song, Junhao Hu, Shuaibin Gao +1
This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generi…