Title of article :
Doubly perturbed jump-diffusion processes
Author/Authors :
Luo، نويسنده , , Jiaowan، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2009
Abstract :
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.
Keywords :
Jump-diffusion processes , Doubly perturbed functional equations , Existence and uniqueness
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications
