A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations

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A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations

Stochastic delay differential equations with jumps have a wide range of applications, particularly, in mathematical finance. Solution of the underlying initial value problems is important for the understanding and control of many phenomena and systems in the real world. In this paper, we construct a...

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Bibliographic Details
Main Authors:	Zhou, Y., Wu, Yong Hong, Ge, X., Wiwatanapataphee, Benchawan
Format:	Journal Article
Published:	Hindawi Publishing Corporation 2013
Online Access:	http://hdl.handle.net/20.500.11937/35155

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