@article{7e1b56af0f6a47b2b8a36adc27e48ef7,
title = "Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by L{\'e}vy noise",
abstract = "In this paper, successive approximation method is applied to investigate the existence and uniqueness of solutions to stochastic differential equations (SDEs) driven by L{\'e}vy noise under non-Lipschitz condition which is a much weaker condition than Lipschitz one. The stability of solutions to non-Lipschitz SDEs driven by L{\'e}vy noise is also considered, and the stochastic stability is obtained in the sense of mean square.",
keywords = "Existence and uniqueness, L{\'e}vy noise, Non-Lipschitz condition, Stability, Stochastic differential equations, Successive approximation",
author = "Yong Xu and Bin Pei and Guobin Guo",
note = "Publisher Copyright: {\textcopyright} 2015 Elsevier Inc. All rights reserved.",
year = "2015",
month = jul,
day = "15",
doi = "10.1016/j.amc.2015.04.070",
language = "英语",
volume = "263",
pages = "398--409",
journal = "Applied Mathematics and Computation",
issn = "0096-3003",
publisher = "Elsevier Inc.",
}