Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
DOI10.1016/J.AMC.2013.09.026zbMATH Open1334.60105OpenAlexW2065143578MaRDI QIDQ275697FDOQ275697
Authors: Tao Cheng, Lasheng Wang, Qimin Zhang 
Publication date: 26 April 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.09.026
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Cited In (14)
- Fractional-order model of two-prey one-predator system
- Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
- On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities
- Title not available (Why is that?)
- Numerical analysis for jump-diffusion stochastic differential equations
- Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
- Successive approximations of infinite-dimensional SPDEs with jump
- Title not available (Why is that?)
- Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
- pth Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses
- On neutral impulsive stochastic differential equations with Poisson jumps
- Stochastic equations of non-negative processes with jumps
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