Taylor approximation of stochastic functional differential equations with the Poisson jump

Advances in Difference Equations

Sumei Wang¹  Guoqiang Wang¹  Miao Wang² 

[1] College of Science, Guangxi University of Technology, Liuzhou, China;Department of Mathematics, Swansea University, Swansea, UK

关键词: stochastic functional differential delay equations;    Poisson jump;    Taylor approximations;    numerical solution;   

DOI  :  10.1186/1687-1847-2013-230

学科分类：数学（综合）

来源: SpringerOpen

【 授权许可】

CC BY