Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching
We introduce a new kind of equation, stochastic differential equations with self-exciting switching. Firstly, we give some preliminaries for this kind of equation, and then, we get the main results of our paper; that is, we gave the sufficient condition which can guarantee the existence and uniquene...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2011/549651 |
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| _version_ | 1849408759005184000 |
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| author | Guixin Hu Ke Wang |
| author_facet | Guixin Hu Ke Wang |
| author_sort | Guixin Hu |
| collection | DOAJ |
| description | We introduce a new kind of equation, stochastic differential equations with self-exciting switching. Firstly, we give some preliminaries for this kind of equation, and then, we get the main results of our paper; that is, we gave the sufficient condition which can guarantee the existence and uniqueness of the solution. |
| format | Article |
| id | doaj-art-7a9a41e64e8a46b0b67fa3d8703150be |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2011-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-7a9a41e64e8a46b0b67fa3d8703150be2025-08-20T03:35:41ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2011-01-01201110.1155/2011/549651549651Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting SwitchingGuixin Hu0Ke Wang1Department of Mathematics, Harbin Institute of Technology at Weihai, Weihai 264209, ChinaDepartment of Mathematics, Harbin Institute of Technology at Weihai, Weihai 264209, ChinaWe introduce a new kind of equation, stochastic differential equations with self-exciting switching. Firstly, we give some preliminaries for this kind of equation, and then, we get the main results of our paper; that is, we gave the sufficient condition which can guarantee the existence and uniqueness of the solution.http://dx.doi.org/10.1155/2011/549651 |
| spellingShingle | Guixin Hu Ke Wang Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching Discrete Dynamics in Nature and Society |
| title | Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching |
| title_full | Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching |
| title_fullStr | Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching |
| title_full_unstemmed | Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching |
| title_short | Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching |
| title_sort | existence and uniqueness theorem for stochastic differential equations with self exciting switching |
| url | http://dx.doi.org/10.1155/2011/549651 |
| work_keys_str_mv | AT guixinhu existenceanduniquenesstheoremforstochasticdifferentialequationswithselfexcitingswitching AT kewang existenceanduniquenesstheoremforstochasticdifferentialequationswithselfexcitingswitching |