Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps

DOI10.14232/EJQTDE.2017.1.86zbMATH Open1413.60052OpenAlexW2782000975MaRDI QIDQ4584565FDOQ4584565

Authors: Wei Mao, Liangjian Hu, Surong You, Xuerong Mao 

Publication date: 3 September 2018

Published in: Electronic Journal of Qualitative Theory of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14232/ejqtde.2017.1.86

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zbMATH Keywords

local non-Lipschitz conditiondoubly perturbed stochastic differential equationsLévy jumps\(p\)-th exponential estimates

Mathematics Subject Classification ID

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

Cited In (4)

• Existence of a class of doubly perturbed stochastic functional differential equations with Poisson jumps
• Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
• Doubly perturbed uncertain differential equations
• Title not available (Why is that?)

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