Work

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

Year: 2025

Type: article

Abstract: The existence-uniqueness theory for solutions to stochastic dynamic systems is always a significant theme and has received tremendous attention. This article aims to study the theory for stochastic functional differential equations (SFDEs) driven by the G-Lévy process. It derives the existence-uniqueness theorem for solutions to SFDEs driven by the G-Lévy process. Moreover, it shows the error estimation between the exact solution $x(t)$ and Picard approximate solutions $x^{n}(t), n\geq 1$ . Ultimately, the exponential estimate has been derived.

Source: Advances in Continuous and Discrete Models

DOI: 10.1186/s13662-024-03856-x

Authors: Rahman Ullah, Faiz Faizullah, Ihteram Ali, Muhammad Farooq, M. A. Rana, Fuad A. Awwad