The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps

Wei Mao, Liangjian Hu and Xuerong Mao

Applied Mathematics and Computation, 2015, vol. 268, issue C, 883-896

Abstract: 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.

Keywords: Stochastic pantograph differential equations; Lévy jumps; Existence and uniqueness; Exponential estimations; Almost surely asymptotic estimations (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300315008905
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:268:y:2015:i:c:p:883-896

DOI: 10.1016/j.amc.2015.06.109

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().