On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-Lévy process

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-Lévy process. The existence-uniqueness theorem for solutions to SFDEs driven by G-Lévy 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.

References in corpus (3)

• G-Lévy Processes under Sublinear Expectations
• Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Levy Process
• Itô calculus and jump diffusions for $G$-Lévy processes