Taylor approximation of stochastic functional differential equations with the Poisson jump

DOI10.1186/1687-1847-2013-230zbMath1386.60206OpenAlexW2163873752WikidataQ59301169 ScholiaQ59301169MaRDI QIDQ1682171

Peng Zhang

Publication date: 28 November 2017

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2013-230

zbMATH Keywords

numerical solutionPoisson jumpTaylor approximationsstochastic functional differential delay equations

Mathematics Subject Classification ID

Related Items (1)

An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion

Cites Work

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