Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition

DOI10.1155/2014/976183zbMath1407.65017OpenAlexW2057083794WikidataQ59071326 ScholiaQ59071326MaRDI QIDQ1719510

Zhi Wen Zhu, Yong-Feng Guo, Hong-li Wang, Jian-Guo Tan

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/976183

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients ⋮ Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps

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