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.

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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.