The semi-implicit Euler method for stochastic differential delay equation with jumps. - La-sheng Wang; Changlin Mei; Hong Xue 002 (Appl. Math. Comput., 2007)

Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching. - La-sheng Wang; Hong Xue 002 (Appl. Math. Comput., 2007)