Approximation Properties for Solutions to Non-Lipschitz Stochastic Differential Equations with L

• 作 者: BinPei;YongXu;YonggeLi;
• 机 构: Northwestern Polytechnical University, Xi'an 710072
• 出 处: 第九届全国随机振动理论与应用学术会议暨第三届全国随机动力学学术会议
• 发表日期: 2014年期

　　In this paper, we consider the non-Lipschitz stochastic differential equations and stochastic functional differential equations with delays driven by Lévy noise, and the approximation theorems for the solutions to these two kinds of equations will be proposed respectively.Non-Lipschitz condition is some much weaker condition than the Lipschitz one.The simplified equations will be defined to make its solutions converge to that of the corresponding original equations both in the sense of mean square and probability, which constitute the approximation theorems.