Taylor Approximation Of The Solutions Of Neutral Stochastic Differential Delay Equations With Poisson Jump

In this paper, we are concerned with numerical methods of neutral stochastic di?er-ential delay equations with Poisson jump(NSDDsPJ). The key contribution of this paperis to investigate conditions that guarantee the strong convergence between the true so-lution and the numerical solution to NSDDsPJ in finite time when drift and di?usioncoe?cients are Taylor approximations.