Doubly perturbed jump-diffusion processes

被引：13
|
作者：
Luo, Jiaowan [1 ]
机构：
[1] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2009年 / 351卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Jump-diffusion processes; Existence and uniqueness; Doubly perturbed functional equations; BROWNIAN-MOTION; RANDOM-WALK; EQUATIONS;
D O I：
10.1016/j.jmaa.2008.09.024
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we study the existence and uniqueness of the solution to a class of doubly perturbed jump-diffusion processes with non-Lipschitz coefficients. Some well-known results are improved and generalized. (c) 2008 Elsevier Inc. All rights reserved.
引用
收藏
页码：147 / 151
页数：5
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