Abstract
In this paper, we are concerned with the approximate controllability of stochastic differential systems driven by Teugels martingales associated with a Lévy process. We derive the approximate controllability with the coefficients in the system satisfying some non-Lipschitz conditions, which include classic Lipschitz conditions as special cases. The desired result is established by means of standard Picard’s iteration.
Acknowledgements
This work was supported by the National Natural Science Foundation of China (Nos. 11201004 and 10901003), the Distinguished Young Scholars of Anhui Province (No. 1108085J08), the Key Project of Chinese Ministry of Education (No. 211077) and the Anhui Provincial Natural Science Foundation (No. 10040606Q30).