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

IF 0.8 3区数学 Q2 MATHEMATICS

Frontiers of Mathematics in China Pub Date : 2021-01-01 Epub Date: 2021-04-13 DOI:10.1007/s11464-021-0914-9

Shuaibin Gao, Junhao Hu, Li Tan, Chenggui Yuan

引用次数: 8

Abstract

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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具有泊松跳变的随机微分时滞方程的截断Euler-Maruyama方法的强收敛速率。

研究了一类具有泊松跳变的超线性随机时滞微分方程。在广义khasminskii型条件下，研究了SDDEwPJs的截断Euler-Maruyama数值解的收敛性和收敛速度。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Frontiers of Mathematics in China MATHEMATICS-

CiteScore

0.20

自引率

0.00%

发文量

703

审稿时长

6-12 weeks

期刊介绍： Frontiers of Mathematics in China provides a forum for a broad blend of peer-reviewed scholarly papers in order to promote rapid communication of mathematical developments. It reflects the enormous advances that are currently being made in the field of mathematics. The subject areas featured include all main branches of mathematics, both pure and applied. In addition to core areas (such as geometry, algebra, topology, number theory, real and complex function theory, functional analysis, probability theory, combinatorics and graph theory, dynamical systems and differential equations), applied areas (such as statistics, computational mathematics, numerical analysis, mathematical biology, mathematical finance and the like) will also be selected. The journal especially encourages papers in developing and promising fields as well as papers showing the interaction between different areas of mathematics, or the interaction between mathematics and science and engineering.