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
โฆ LIBER โฆ
Taylor approximation of stochastic functional differential equations with the Poisson jump
โ Scribed by Wang, Guoqiang; Wang, Sumei; Wang, Miao
- Book ID
- 121624509
- Publisher
- Springer International Publishing AG
- Year
- 2013
- Tongue
- English
- Weight
- 190 KB
- Volume
- 2013
- Category
- Article
- ISSN
- 1687-1839
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