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.
- almost surely asymptotic estimations
- existence and uniqueness
- exponential estimations
- Lévy jumps
- stochastic pantograph differential equations