On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-Lévy process

The existence-uniqueness theory for solutions to stochastic dynamic systems is always a significant theme and has received tremendous attention. This article aims to study the theory for stochastic functional differential equations (SFDEs) driven by the G-L & eacute;vy process. It derives the existence-uniqueness theorem for solutions to SFDEs driven by the G-L & eacute;vy process. Moreover, it shows the error estimation between the exact solution x(t)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$x(t)$\end{document} and Picard approximate solutions xn(t),n >= 1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$x<^>{n}(t), n\geq 1$\end{document}. Ultimately, the exponential estimate has been derived.