Numerical Solutions to Neutral Stochastic Delay Differential Equations with Poisson Jumps under Local Lipschitz Condition
Joint Authors
Wang, Hongli
Tan, Jianguo
Guo, Yongfeng
Zhu, Zhiwen
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-06-04
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
Recently, Liu et al.
(2011) studied the stability of a class of neutral stochastic delay differential equations with Poisson jumps (NSDDEwPJs) by fixed points theory.
To the best of our knowledge to date, there are not any numerical methods that have been established for NSDDEwPJs yet.
In this paper, we will develop the Euler-Maruyama method for NSDDEwPJs, and the main aim is to prove the convergence of the numerical method.
It is proved that the proposed method is convergent with strong order 1/2 under the local Lipschitz condition.
Finally, some numerical examples are simulated to verify the results obtained from theory.
American Psychological Association (APA)
Tan, Jianguo& Wang, Hongli& Guo, Yongfeng& Zhu, Zhiwen. 2014. Numerical Solutions to Neutral Stochastic Delay Differential Equations with Poisson Jumps under Local Lipschitz Condition. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-512909
Modern Language Association (MLA)
Tan, Jianguo…[et al.]. Numerical Solutions to Neutral Stochastic Delay Differential Equations with Poisson Jumps under Local Lipschitz Condition. Mathematical Problems in Engineering No. 2014 (2014), pp.1-11.
https://search.emarefa.net/detail/BIM-512909
American Medical Association (AMA)
Tan, Jianguo& Wang, Hongli& Guo, Yongfeng& Zhu, Zhiwen. Numerical Solutions to Neutral Stochastic Delay Differential Equations with Poisson Jumps under Local Lipschitz Condition. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-512909
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-512909