In this paper, we study the existence and uniqueness of solutions to doubly perturbed stochastic differential equations with jumps under the local Lipschitz conditions, and give the p-th exponential estimates of solutions. Finally, we give an example to illustrate our results.
|Number of pages||19|
|Journal||Electronic Journal of Qualitative Theory of Differential Equations|
|Publication status||Published - 5 Dec 2017|
- doubly perturbed stochastic differential equations
- Lévy jumps
- local non-Lipschitz condition
- p-th exponential estimates