Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: In present paper,  investigate a class of stochastic differential delay equations with Poisson jump and markovian switching.Constructing discrete approximate solution and continuous approximate solution by means of Euler-Maruyama scheme,  show the numerical solution converges to the true solution of stochastic differential delay equations with Poisson jump and Markovian switching in the sense of $L^{1}$-norm under one non-Lipschitz condition.
['Guoqiang Wang', 'Donglong Li']
I am writing a research paper on a idea Algorithmic Analysis of Euler-Maruyama Scheme for Stochastic Differential Delay Equations with Markovian Switching and Poisson Jump, under Non-Lipschitz Condition
[{"from": "human", "value": "I am writing a research paper on a idea Algorithmic Analysis of Euler-Maruyama Scheme for Stochastic Differential Delay Equations with Markovian Switching and Poisson Jump, under Non-Lipschitz Condition"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: In present paper,  investigate a class of stochastic differential delay equations with Poisson jump and markovian switching.Constructing discrete approximate solution and continuous approximate solution by means of Euler-Maruyama scheme,  show the numerical solution converges to the true solution of stochastic differential delay equations with Poisson jump and Markovian switching in the sense of $L^{1}$-norm under one non-Lipschitz condition."}]