Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise

@article{Xu2015ExistenceAS,
  title={Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by L{\'e}vy noise},
  author={Yong Xu and Bin Pei and Guobin Guo},
  journal={Applied Mathematics and Computation},
  year={2015},
  volume={263},
  pages={398-409}
}