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

页码：147 / 151

页数：5

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