The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps. (English) Zbl 1471.65014
Summary: In this paper, we study a class of nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (HSDDEwPJs). The convergence rate of the truncated theta-EM numerical solutions to HSDDEwPJs is investigated under given conditions. An example is shown to support our theory.
MSC:
| 65C30 | Numerical solutions to stochastic differential and integral equations |
| 34K50 | Stochastic functional-differential equations |
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
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