Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps

Abstract

In this paper, we study the existence and uniqueness of solutions to doubly perturbed stochastic differential equations with jumps under the local Lipschitz conditions, and give the $p$-th exponential estimates of solutions. Finally, we give an example to illustrate our results.

Keywords

• doubly perturbed stochastic differential equations
• lévy jumps
• local non-lipschitz condition
• $p$-th exponential estimates