Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions

DOI10.1155/2012/127397zbMath1246.65019OpenAlexW1969035063WikidataQ58694878 ScholiaQ58694878MaRDI QIDQ448585

Minghui Song, Hui Yu

Publication date: 7 September 2012

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/127397

zbMATH Keywords

Euler methodstochastic differential delay equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions ⋮ Exponential stability and numerical methods of stochastic recurrent neural networks with delays

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