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arXiv · 2005.01930

On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-L\'evy process

Faiz Faizullah·Muhammad Farooq·MA Rana·Rahman Ullah
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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-L\'evy process. The existence-uniqueness theorem for solutions to SFDEs driven by G-L\'evy 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.

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Faiz Faizullah, Muhammad Farooq, MA Rana, Rahman Ullah. 2020-05-05. On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-L\'evy process. https://doi.org/10.1002/mma.6867

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