Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4626449 | Applied Mathematics and Computation | 2015 | 12 Pages |
Abstract
In this paper, successive approximation method is applied to investigate the existence and uniqueness of solutions to stochastic differential equations (SDEs) driven by Lévy noise under non-Lipschitz condition which is a much weaker condition than Lipschitz one. The stability of solutions to non-Lipschitz SDEs driven by Lévy noise is also considered, and the stochastic stability is obtained in the sense of mean square.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yong Xu, Bin Pei, Guobin Guo,