Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps.
- DOI
- 10.1007/s11464-021-0914-9
- Published
- 2021
- Container
- Frontiers of mathematics in China : selected papers from Chinese universities
- Publisher
- Not recorded
- Open access
- yes
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Cite this work
BibTeX
@article{allodium:10.1007/s11464-021-0914-9,
title = {Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps.},
author = {Gao S and Hu J and Tan L and Yuan C},
year = {2021},
journal = {Frontiers of mathematics in China : selected papers from Chinese universities},
doi = {10.1007/s11464-021-0914-9},
url = {https://doi.org/10.1007/s11464-021-0914-9}
}RIS
TY - JOUR TI - Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. AU - Gao S AU - Hu J AU - Tan L AU - Yuan C PY - 2021 JO - Frontiers of mathematics in China : selected papers from Chinese universities DO - 10.1007/s11464-021-0914-9 UR - https://doi.org/10.1007/s11464-021-0914-9 ER -
APA
S, G., J, H., L, T., & C, Y. (2021). Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps.. Frontiers of mathematics in China : selected papers from Chinese universities. https://doi.org/10.1007/s11464-021-0914-9
Source records
- pubmed · retrieved 2026-11-10T19:13:45.751Z