Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4620219 | Journal of Mathematical Analysis and Applications | 2009 | 5 Pages |
Abstract
In this paper, we study the existence and uniqueness of the solution to a class of doubly perturbed jump-diffusion processes with non-Lipschitz coefficients. Some well-known results are improved and generalized.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis