On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-Lévy process
arXiv:2005.01930 · doi:10.1002/mma.6867
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.