Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
{{output}}
We study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are investigated under the generalized Khasminsk... ...
