The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
نویسندگان
چکیده
In this paper, we consider a class of stochastic pantograph differential equations with Lévy jumps (SPDEwLJs). By using the Burkholder-Davis-Gundy inequality and the Kunita’s inequality, we prove the existence and uniqueness of solutions to SPDEwLJs whose coefficients satisfying the Lipschitz conditions and the local Lipschitz conditions. Meantime, we establish the p-th exponential estimations and almost surely asymptotic estimations of solutions to SPDEwLJs.
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عنوان ژورنال:
- Applied Mathematics and Computation
دوره 268 شماره
صفحات -
تاریخ انتشار 2015