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| 摘要: |
| 本文研究了一类带Lévy跳的中立随机微分方程的Euler近似解的问题.利用Gronwall不等式、Hölder不等式及BDG不等式，在局部Lipschitz和线性增长条件下，本文给出近似解在均方意义下收敛于真实解，推广了带Poisson跳的中立随机微分方程EM逼近结果. |
| 关键词: Euler近似解 中立随机微分方程 Lévy跳 BDG不等式 |
| DOI： |
| 分类号:O211.63 |
| 基金项目:海南省自然科学基金面上项目（118MS040；2018CXTD338）；国家自然科学基金（11861029；11361022）；海南省高等学校科研项目重点项目（Hnky2018ZD-6）；海南省研究生创新科研课题（Hys2018-237）. |
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| CONVERGENCE OF THE EUMLER-MARUYAMA METHOD FOR NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH LEVY JUMPS |
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MA Li,YAN Liang-qing,HAN Xin-fang
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| Abstract: |
| In this paper, we study the Euler-Maruyama method for Neutral stochastic functional differential equations with Lévy jumps. By using Gronwall inequality, Hölder inequality and BDG inequality, we prove the numerical solution converges to the real solution, which generalize the EM approximation for neutral stochastic functional differential equations with Poisson jumps. |
| Key words: EM approximation neutral stochastic differential equation Lévy jumps BDG inequality |
