Stochastic Functional Differential Equation under Regime Switching
We discuss stochastic functional differential equation under regime switching dx(t)=f(xt,r(t),t)dt+q(r(t))x(t)dW1(t)+σ(r(t))|x(t)|βx(t)dW2(t). We obtain unique global solution of this system without the linear growth condition; furthermore, we prove its asymptotic ultimate boundedness. Using the erg...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2012/206438 |
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