On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-L\'evy process
Probability
2020-12-30 v1
Abstract
The existence-uniqueness theory for solutions to stochastic dynamic systems is always a significant theme and has received a huge attention. The objective of this article is to study the mentioned theory for stochastic functional differential equations (SFDEs) driven by G-L\'evy process. The existence-uniqueness theorem for solutions to SFDEs driven by G-L\'evy process has been determined. The error estimation between the exact solution and Picard approximate solutions has been shown. In addition, the exponential estimate has been derived.
Cite
@article{arxiv.2005.01930,
title = {On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-L\'evy process},
author = {Faiz Faizullah and Muhammad Farooq and MA Rana and Rahman Ullah},
journal= {arXiv preprint arXiv:2005.01930},
year = {2020}
}