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
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