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)

[thumbnail of Mao-etal-QTDE-2017-Successive-approximation-of-solutions-to-doubly-perturbed-stochastic-differential-equations-with-jumps]
Preview
Text. Filename: Mao_etal_QTDE_2017_Successive_approximation_of_solutions_to_doubly_perturbed_stochastic_differential_equations_with_jumps.pdf
Final Published Version
License: Creative Commons Attribution 4.0 logo

Download (452kB)| Preview

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.