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

Autor: Wei Mao, Liangjian Hu, Surong You, Xuerong Mao
Jazyk: angličtina
Rok vydání: 2017
Předmět:
Zdroj: Electronic Journal of Qualitative Theory of Differential Equations, Vol 2017, Iss 86, Pp 1-19 (2017)
Druh dokumentu: article
ISSN: 1417-3875
DOI: 10.14232/ejqtde.2017.1.86
Popis: 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.
Databáze: Directory of Open Access Journals