Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching by Hua Yang, Feng Jiang

“…We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs). Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations. …”
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Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control by Fathalla A. Rihan, Chinnathambi Rajivganthi, Palanisamy Muthukumar

“…In this work, we consider a class of fractional stochastic differential system with Hilfer fractional derivative and Poisson jumps in Hilbert space. We study the existence and uniqueness of mild solutions of such a class of fractional stochastic system, using successive approximation theory, stochastic analysis techniques, and fractional calculus. …”
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Jump Diffusion Modelling for the Brazilian Short-Term Interest Rate by José Carlos Nogueira Cavalcante Filho, Edson Daniel Lopes Gonçalves

“…In order to capture the informational effect of the Brazilian short-term interest rate (SELIC rate) by Poisson jumps, we build on the tests condu cted by Das (2002) and Johannes (2004), which show the significance of such structures for U.S. …”
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