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

DOI10.1155/2021/2882076zbMATH Open1471.65014OpenAlexW3168322941WikidataQ115243727 ScholiaQ115243727MaRDI QIDQ2045299FDOQ2045299

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)

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

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Mathematics Subject Classification ID

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

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Cited In (2)

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

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