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

DOI10.14232/EJQTDE.2017.1.86MaRDI QIDQ4584565zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

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zbMATH Keywords

\(p\)-th exponential estimatesdoubly perturbed stochastic differential equationsLévy jumpslocal non-Lipschitz condition

Mathematics Subject Classification ID

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

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• Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process
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• Existence of a class of doubly perturbed stochastic functional differential equations with Poisson jumps
• Doubly perturbed uncertain differential equations
• Doubly perturbed distribution dependent stochastic differential equation
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