Numerical Solutions of Stochastic Differential Delay Equations with Poisson Random Measure under the Generalized Khasminskii-Type Conditions
The Euler method is introduced for stochastic differential delay equations (SDDEs) with Poisson random measure under the generalized Khasminskii-type conditions which cover more classes of such equations than before. The main aims of this paper are to prove the existence of global solutions to such...
| Published in: | Abstract and Applied Analysis |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Online Access: | http://dx.doi.org/10.1155/2012/127397 |