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: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Szeged
2017-12-01
|
| 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 |