Document Type : Research Article
Authors
1 Department of applied mathematics Ferdowsi university of Mashhad Mashhad, Iran
2 Department of Applied Mathematics, Ferdowsi University of Mashhad, Mashhad, Iran
3 Department of Statistics, Ferdowsi University of Mashhad, Mashhad,
Abstract
In this paper, the existence and uniqueness of the numerical solution of the Stochastic Differential Equations with Jumps(SDEwJs) under the one side Lipschitz conditions and polynomial growth conditions are presented. The Compensated split step θ(CSSθ) method introduce and try to bound the moment of the numerical solutions also we analyse the strong convergence on the compact domain. We discuss the stability of SDEwJs with constant coefficient and prove some new relation between their coefficient. Finally, we present three examples to investigate the theories and methods.
Keywords
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