Numerical Solutions of Stochastic Differential Delay Equations with Poisson Random Measure under the Generalized Khasminskii-Type Conditions
Joint Authors
Source
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-24, 24 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-09-02
Country of Publication
Egypt
No. of Pages
24
Main Subjects
Abstract EN
The Euler method is introduced for stochastic differential delay equations (SDDEs) with Poisson random measure under the generalized Khasminskii-type conditions which cover more classes of such equations than before.
The main aims of this paper are to prove the existence of global solutions to such equations and then to investigate the convergence of the Euler method in probability under the generalized Khasminskii-type conditions.
Numerical example is given to indicate our results.
American Psychological Association (APA)
Song, Minghui& Yu, Hui. 2012. Numerical Solutions of Stochastic Differential Delay Equations with Poisson Random Measure under the Generalized Khasminskii-Type Conditions. Abstract and Applied Analysis،Vol. 2012, no. 2012, pp.1-24.
https://search.emarefa.net/detail/BIM-447796
Modern Language Association (MLA)
Song, Minghui& Yu, Hui. Numerical Solutions of Stochastic Differential Delay Equations with Poisson Random Measure under the Generalized Khasminskii-Type Conditions. Abstract and Applied Analysis No. 2012 (2012), pp.1-24.
https://search.emarefa.net/detail/BIM-447796
American Medical Association (AMA)
Song, Minghui& Yu, Hui. Numerical Solutions of Stochastic Differential Delay Equations with Poisson Random Measure under the Generalized Khasminskii-Type Conditions. Abstract and Applied Analysis. 2012. Vol. 2012, no. 2012, pp.1-24.
https://search.emarefa.net/detail/BIM-447796
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-447796