Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise-Reference-Cited by-同舟云学术

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Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise

Published:2015-07 Issue: Volume:263 Page:398-409
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Xu Yong,Pei Bin,Guo Guobin

Funder

NSF of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference32 articles.

1. Introduction to Stochastic Differential Equation;Gard,1988

2. Stochastic Differential Equations, Theory and Applications;Arnold,1974

3. Stochastic Differential Equations and Applications;Friedman,2006

4. Stochastic Differential Equations;Øksendal,2005

5. Onset of nonlinearity in thermostatted active particles models for complex systems;Bianca;Nonlinear Anal.: Real World Appl,2012

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