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Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson
Shuaibin Gao1, Junhao Hu1, Li Tan2,3
1School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan, 430074 China.
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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