Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise

DOI10.1016/j.amc.2015.04.070zbMath1410.60060arXiv1405.3359OpenAlexW1558483776MaRDI QIDQ1663599

Bin Pei, Guobin Guo, Yong Xu

Publication date: 21 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.3359

zbMATH Keywords

stabilitystochastic differential equationsexistence and uniquenesssuccessive approximationLévy noisenon-Lipschitz condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20)

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