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Parametric continuity of solutions to stochastic functional differential equations with poisson perturbations

โœ Scribed by V. K. Yasinsky *, I. V. Malyka

Book ID
118797400
Publisher
Springer US
Year
2012
Tongue
English
Weight
179 KB
Volume
48
Category
Article
ISSN
1573-8337

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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