Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps
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.
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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University of Szeged
2017-12-01
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| Series: | Electronic Journal of Qualitative Theory of Differential Equations |
| Subjects: | |
| Online Access: | http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=5990 |
| _version_ | 1797830544698900480 |
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| author | Wei Mao Liangjian Hu Surong You Xuerong Mao |
| author_facet | Wei Mao Liangjian Hu Surong You Xuerong Mao |
| author_sort | Wei Mao |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-09T13:38:52Z |
| format | Article |
| id | doaj.art-e9665ed00e00466b91fdfccd6ae78780 |
| institution | Directory Open Access Journal |
| issn | 1417-3875 |
| language | English |
| last_indexed | 2024-04-09T13:38:52Z |
| publishDate | 2017-12-01 |
| publisher | University of Szeged |
| record_format | Article |
| series | Electronic Journal of Qualitative Theory of Differential Equations |
| spelling | doaj.art-e9665ed00e00466b91fdfccd6ae787802023-05-09T07:53:07ZengUniversity of SzegedElectronic Journal of Qualitative Theory of Differential Equations1417-38752017-12-0120178611910.14232/ejqtde.2017.1.865990Successive approximation of solutions to doubly perturbed stochastic differential equations with jumpsWei Mao0Liangjian Hu1Surong You2Xuerong Mao3Jiangsu Second Normal University, Nanjing, ChinaDepartment of Applied Mathematics, Donghua University, Shanghai, ChinaDonghua University, Shanghai, ChinaUniversity of Strathclyde, Glasgow, UKIn 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.http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=5990doubly perturbed stochastic differential equationslévy jumpslocal non-lipschitz condition$p$-th exponential estimates |
| spellingShingle | Wei Mao Liangjian Hu Surong You Xuerong Mao Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps Electronic Journal of Qualitative Theory of Differential Equations doubly perturbed stochastic differential equations lévy jumps local non-lipschitz condition $p$-th exponential estimates |
| title | Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps |
| title_full | Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps |
| title_fullStr | Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps |
| title_full_unstemmed | Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps |
| title_short | Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps |
| title_sort | successive approximation of solutions to doubly perturbed stochastic differential equations with jumps |
| topic | doubly perturbed stochastic differential equations lévy jumps local non-lipschitz condition $p$-th exponential estimates |
| url | http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=5990 |
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