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

DOI10.2298/FIL1301201MzbMATH Open1411.60087OpenAlexW2109484313MaRDI QIDQ5259443FDOQ5259443

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)

Cited In (9)

• Exponential stability for neutral stochastic partial integro-differential equations of second order with poisson jumps
• A revisit of stochastic theta method with some improvements
• Title not available (Why is that?)
• Taylor approximation of stochastic functional differential equations with the Poisson jump
• 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
• Caratheodory's approximate solution to stochastic differential delay equation
• Title not available (Why is that?)

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