Mean-square stability of the Euler-Maruyama method for stochastic differential delay equations with jumps.

This paper deals with the mean-square (MS) stability of the Euler-Maruyama method for stochastic differential delay equations (SDDEs) with jumps. First, the definition of the MS-stability of numerical methods for SDDEs with jumps is established, and then the sufficient condition of the MS-stability of the Euler-Maruyama method for SDDEs with jumps is derived, finally a class scalar test equation is simulated and the numerical experiments verify the results obtained from theory. [ABSTRACT FROM AUTHOR]