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On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-L\'evy process

Authors :
Faizullah, Faiz
Farooq, Muhammad
Rana, MA
Ullah, Rahman
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

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2005.01930
Document Type :
Working Paper
Full Text :
https://doi.org/10.1002/mma.6867