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On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-L\'evy process
- Publication Year :
- 2020
-
Abstract
- The existence-uniqueness theory for solutions to stochastic dynamic systems is always a significant theme and has received a huge attention. The objective of this article is to study the mentioned theory for stochastic functional differential equations (SFDEs) driven by G-L\'evy process. The existence-uniqueness theorem for solutions to SFDEs driven by G-L\'evy process has been determined. The error estimation between the exact solution and Picard approximate solutions has been shown. In addition, the exponential estimate has been derived.
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2005.01930
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1002/mma.6867