• Title of article

    Doubly perturbed jump-diffusion processes

  • Author/Authors

    Luo، نويسنده , , Jiaowan، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2009
  • Pages
    5
  • From page
    147
  • To page
    151
  • 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
  • Serial Year
    2009
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1559608