The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps

DOI10.1155/2021/2882076MaRDI QIDQ2045299zbMATH OpenOpenAlexWikidataFDO

Authors Weifeng Wang, Lei Yan, Shuaibin Gao, Junhao Hu

Publication date 12 August 2021

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2021/2882076

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Review text

Summary: In this paper, we study a class of nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (HSDDEwPJs). The convergence rate of the truncated theta-EM numerical solutions to HSDDEwPJs is investigated under given conditions. An example is shown to support our theory.

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Cited in

(3)

• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
• The truncated EM method for stochastic differential equations with Poisson jumps
• Convergence of the -Euler-Maruyama method for a class of stochastic Volterra integro-differential equations

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