Existence of solution for stochastic differential equations driven by G-Lévy process with discontinuous coefficients

Existence of solution for stochastic differential equations driven by G-Lévy process with discontinuous coefficients

Abstract The existence theory for the vector-valued stochastic differential equations driven by G-Brownian motion and pure jump G-Lévy process (G-SDEs) of the type d Y t = f ( t , Y t ) d t + g j , k ( t , Y t ) d 〈 B j , B k 〉 t + σ i ( t , Y t ) d B t i + ∫ R 0 d K ( t , Y t , z ) L ( d t , d z )...

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Bibliographic Details
Main Authors: Bingjun Wang, Mingxia Yuan
Format: Article
Language:English
Published: SpringerOpen 2017-06-01
Series:Advances in Difference Equations
Subjects:
stochastic differential equations
G-Lévy process
upper and lower solution
discontinuous coefficients
Online Access:http://link.springer.com/article/10.1186/s13662-017-1242-y

Internet

http://link.springer.com/article/10.1186/s13662-017-1242-y

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