Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4614979 | Journal of Mathematical Analysis and Applications | 2015 | 12 Pages |
Abstract
In this paper, a class of periodic stochastic differential equations driven by Lévy processes (SDEsLP) is studied. Firstly, we give the existence–uniqueness theorem for a large class of SDEsLP. Then, using the properties of the periodic Markov processes, sufficient conditions for the existence and uniqueness of periodic solution to the periodic SDEsLP are given. Finally, an example is introduced to illustrate the results developed.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Xinhong Zhang, Ke Wang, Dingshi Li,