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In this paper, we study a class of super-linear stochastic differential delayequations with Poisson jumps (SDDEwPJs). The convergence and rate of theconvergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs areinvestigated under the generalized Khasminskii-type condition.

Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps