Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps

Mao, Wei and Hu, Liangjian and You, Surong and Mao, Xuerong (2017) Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps. Electronic Journal of Qualitative Theory of Differential Equations, 86. pp. 1-19. (https://doi.org/10.14232/ejqtde.2017.1.86)

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Abstract

In this paper, we study the existence and uniqueness of solutions to doubly perturbed stochastic differential equations with jumps under the local Lipschitz conditions, and give the p-th exponential estimates of solutions. Finally, we give an example to illustrate our results.

ORCID iDs

Mao, Wei, Hu, Liangjian, You, Surong and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
  • Item type:Article
    ID code:62565
    Dates:
    Date
    Event
    5 December 2017
    Published
    5 December 2017
    Accepted
    27 May 2017
    Submitted
    Keywords:doubly perturbed stochastic differential equations, Lévy jumps, local non-Lipschitz condition, p-th exponential estimates, Mathematics, Algebra and Number Theory
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:08 Dec 2017 09:52
    Last modified:28 Mar 2023 09:51
    URI:https://strathprints.strath.ac.uk/id/eprint/62565
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