On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series

DOI10.2298/FIL1301201MMaRDI QIDQ5259443zbMATH OpenOpenAlexFDO

Authors M. Milosevic

Publication date 26 June 2015

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil1301201m

zbMATH Keywords

Poisson processTaylor approximationPoisson random measurestochastic differential delay equations\(L^p\) convergencea.s. convergence.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(13)

• A revisit of stochastic theta method with some improvements
• scientific article; zbMATH DE number 7345408 (Why is no real title available?)
• An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
• Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump
• Taylor approximation of stochastic functional differential equations with the Poisson jump
• Carathéodory's approximate solution to stochastic differential delay equation
• A Caratheodory's approximate solutions of stochastic differential equations under the Hölder condition
• Exponential stability for neutral stochastic partial integro-differential equations of second order with Poisson jumps
• On the approximations of solutions to stochastic differential equations under polynomial condition
• Derivation of the existence theorem of the solution of the stochastic functional differential equation using conditions given partial weights
• A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition
• A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations
• An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion

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