Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise (Q1663599)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise |
scientific article |
Statements
Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise (English)
0 references
21 August 2018
0 references
non-Lipschitz condition
0 references
Lévy noise
0 references
existence and uniqueness
0 references
successive approximation
0 references
stability
0 references
stochastic differential equations
0 references
