{
  "id": "2009.03049",
  "version": "v1",
  "published": "2020-09-07T12:12:09.000Z",
  "updated": "2020-09-07T12:12:09.000Z",
  "title": "Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps",
  "authors": [
    "Shuaibin Gao",
    "Junhao Hu",
    "Li Tan",
    "Chenggui Yuan"
  ],
  "categories": [
    "math.NA",
    "cs.NA",
    "math.PR"
  ],
  "abstract": "In this paper, we study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are investigated under the generalized Khasminskii-type condition.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-09-07T12:12:09.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "strong convergence rate",
      "truncated euler-maruyama method",
      "poisson jumps",
      "super-linear stochastic differential delay equations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}