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

zbMATH Keywords

compensated Poisson processlocal non-Lipschitz conditionstochastic differential equations of jump type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

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• Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions
• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• Exponential stability of second-order stochastic evolution equations with Poisson jumps
• Functional integro-differential stochastic evolution equations in Hilbert space
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• Local \(M\)-estimation for jump-diffusion processes
• Numerical Solutions of Stochastic Differential Delay Equations with Jumps
• Numerical methods for nonlinear stochastic differential equations with jumps
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• Successive approximation of neutral functional stochastic differential equations with jumps
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• The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps
• The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations
• Theory of stochastic differential equations with jumps and applications.

Cited in

(16)

• scientific article; zbMATH DE number 5140819 (Why is no real title available?)
• On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities
• Numerical analysis for jump-diffusion stochastic differential equations
• SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
• Stochastic equations of non-negative processes with jumps
• Fractional-order model of two-prey one-predator system
• Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
• Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
• \(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses
• Successive approximation of neutral functional impulsive stochastic differential equations with Poisson jumps
• 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
• On neutral impulsive stochastic differential equations with Poisson jumps
• Successive approximations of infinite-dimensional SPDEs with jump
• Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps
• On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps

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