In this paper, 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 Khasminskii-type condition.
@article{arxiv.2009.03049,
title = {Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps},
author = {Shuaibin Gao and Junhao Hu and Li Tan and Chenggui Yuan},
journal= {arXiv preprint arXiv:2009.03049},
year = {2020}
}