Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4626391 | Applied Mathematics and Computation | 2015 | 14 Pages |
Abstract
In this paper, we consider a class of stochastic pantograph differential equations with Lévy jumps (SPDEwLJs). By using the Burkholder–Davis–Gundy inequality and the Kunita’s inequality, we prove the existence and uniqueness of solutions to SPDEwLJs whose coefficients satisfying the Lipschitz conditions and the local Lipschitz conditions. Meantime, we establish the p-th exponential estimations and almost surely asymptotic estimations of solutions to SPDEwLJs.
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Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wei Mao, Liangjian Hu, Xuerong Mao,