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2012 Numerical Solutions of Stochastic Differential Delay Equations with Poisson Random Measure under the Generalized Khasminskii-Type Conditions
Minghui Song, Hui Yu
Abstr. Appl. Anal. 2012: 1-24 (2012). DOI: 10.1155/2012/127397

Abstract

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.

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Minghui Song. Hui Yu. "Numerical Solutions of Stochastic Differential Delay Equations with Poisson Random Measure under the Generalized Khasminskii-Type Conditions." Abstr. Appl. Anal. 2012 1 - 24, 2012. https://doi.org/10.1155/2012/127397

Information

Published: 2012
First available in Project Euclid: 14 December 2012

zbMATH: 1246.65019
MathSciNet: MR2965471
Digital Object Identifier: 10.1155/2012/127397

Rights: Copyright © 2012 Hindawi

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