Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
Author:
Affiliation:
1. Department of Finance and Control Sciences, School of Mathematical Sciences, Fudan University , Shanghai, China.
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2017.1421195
Reference17 articles.
1. Lévy Processes and Stochastic Calculus
2. BSDE associated with Lévy processes and application to PDIE
3. A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
4. Yamada-Watanabe Results for Stochastic Differential Equations with Jumps
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