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Poisson and Diffusion Approximation of Stochastic Master Equations with Control

✍ Scribed by Clément Pellegrini

Book ID
105761917
Publisher
Springer
Year
2009
Tongue
English
Weight
371 KB
Volume
10
Category
Article
ISSN
1424-0637

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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