Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points
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.
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2017-01-01
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| Series: | International Journal of Differential Equations |
| Online Access: | http://dx.doi.org/10.1155/2017/7958398 |
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| _version_ | 1849396290009432064 |
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| author | Taras Lukashiv Igor Malyk |
| author_facet | Taras Lukashiv Igor Malyk |
| author_sort | Taras Lukashiv |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-b4d8a9439e504f9ab60cbe9892f6778a |
| institution | Kabale University |
| issn | 1687-9643 1687-9651 |
| language | English |
| publishDate | 2017-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Differential Equations |
| spelling | doaj-art-b4d8a9439e504f9ab60cbe9892f6778a2025-08-20T03:39:22ZengWileyInternational Journal of Differential Equations1687-96431687-96512017-01-01201710.1155/2017/79583987958398Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration PointsTaras Lukashiv0Igor Malyk1Department of the System Analysis and Insurance and Financial Mathematics, Yuriy Fedkovych Chernivtsi National University, 28 Unversitetska St., Chernivtsi 58012, UkraineDepartment of the System Analysis and Insurance and Financial Mathematics, Yuriy Fedkovych Chernivtsi National University, 28 Unversitetska St., Chernivtsi 58012, UkraineIn 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.http://dx.doi.org/10.1155/2017/7958398 |
| spellingShingle | Taras Lukashiv Igor Malyk Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points International Journal of Differential Equations |
| title | Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points |
| title_full | Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points |
| title_fullStr | Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points |
| title_full_unstemmed | Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points |
| title_short | Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points |
| title_sort | existence and uniqueness of solution of stochastic dynamic systems with markov switching and concentration points |
| url | http://dx.doi.org/10.1155/2017/7958398 |
| work_keys_str_mv | AT taraslukashiv existenceanduniquenessofsolutionofstochasticdynamicsystemswithmarkovswitchingandconcentrationpoints AT igormalyk existenceanduniquenessofsolutionofstochasticdynamicsystemswithmarkovswitchingandconcentrationpoints |