Taylor approximation of the solutions of
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Feng Jiang; Yi Shen; Lei Liu
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Article
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2011
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Elsevier Science
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English
β 198 KB
In this paper, we are concerned with the stochastic differential delay equations with Poisson jump (SDDEsPJ). As stochastic differential equations, most SDDEsPJ cannot be solved explicitly. Therefore, numerical solutions have become an important issue in the study of SDDEsPJ. The key contribution of