Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions

DOI10.1016/j.amc.2013.09.026zbMath1334.60105OpenAlexW2065143578MaRDI QIDQ275697

Tao Cheng, Qi-min Zhang, La-Sheng Wang

Publication date: 26 April 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.09.026

zbMATH Keywords

compensated Poisson processlocal non-Lipschitz conditionstochastic differential equations of jump type

Mathematics Subject Classification ID

Related Items (8)

Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise ⋮ p^th Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses ⋮ On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities ⋮ On neutral impulsive stochastic differential equations with Poisson jumps ⋮ Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions ⋮ Unnamed Item ⋮ Fractional-order model of two-prey one-predator system ⋮ Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise

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