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Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure
Authors:Mao Wei
Affiliation:Department of Mathematics, Jiangsu Institute of Educational Science, Jiangsu Institute of Education, Nanjing 210013, People’s Republic of China
Abstract:We study the following stochastic differential delay equations driven by Poisson random jump measure
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Keywords:Variable delay   Compensated Poisson random measure   Semi-implicit Euler method   Numerical solution   Strong convergence
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