Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Taras Lukashiv and Igor Malyk

International Journal of Differential Equations, 2017, vol. 2017, 1-5

Abstract:

In this article the problem of existence and uniqueness of solutions of stochastic differential equations with jumps and concentration points are solved. The theoretical results are illustrated by one example.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJDE/2017/7958398.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJDE/2017/7958398.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijde:7958398

DOI: 10.1155/2017/7958398

Access Statistics for this article

More articles in International Journal of Differential Equations from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().