Convergence in Probability of Approximate Solutions for Neutral Stochastic Differential Delay Equations with Poisson Jumps and Markovian Switching

In the paper, a global solution is guaranteed under local Lipschitz condition and some additional conditions without linear growth condition. Later, the convergence in probability of approximate solutions is investigated on the neutral stochastic differential delay equations with Poisson jumps and Markovian switching, instead of L^2. Some known results are generalized and improved.