Stochastic Differential Equations with Multi-Markovian Switching
This paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. The existence and uniqueness of solution are investigated, and the pth moment of the solution is estimated. The classical theory of SDEs with single Markovian switching is extended.
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/357869 |
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| _version_ | 1850176337697832960 |
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| author | Meng Liu Ke Wang |
| author_facet | Meng Liu Ke Wang |
| author_sort | Meng Liu |
| collection | DOAJ |
| description | This paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. The existence and uniqueness of solution are investigated, and the pth moment of the solution is estimated. The classical theory of SDEs with single Markovian switching is extended. |
| format | Article |
| id | doaj-art-c6992299ccd2434d99eb5d90b8539a8d |
| institution | OA Journals |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-c6992299ccd2434d99eb5d90b8539a8d2025-08-20T02:19:16ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/357869357869Stochastic Differential Equations with Multi-Markovian SwitchingMeng Liu0Ke Wang1School of Mathematical Science, Huaiyin Normal University, Huai'an 223300, ChinaDepartment of Mathematics, Harbin Institute of Technology, Weihai 264209, ChinaThis paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. The existence and uniqueness of solution are investigated, and the pth moment of the solution is estimated. The classical theory of SDEs with single Markovian switching is extended.http://dx.doi.org/10.1155/2013/357869 |
| spellingShingle | Meng Liu Ke Wang Stochastic Differential Equations with Multi-Markovian Switching Journal of Applied Mathematics |
| title | Stochastic Differential Equations with Multi-Markovian Switching |
| title_full | Stochastic Differential Equations with Multi-Markovian Switching |
| title_fullStr | Stochastic Differential Equations with Multi-Markovian Switching |
| title_full_unstemmed | Stochastic Differential Equations with Multi-Markovian Switching |
| title_short | Stochastic Differential Equations with Multi-Markovian Switching |
| title_sort | stochastic differential equations with multi markovian switching |
| url | http://dx.doi.org/10.1155/2013/357869 |
| work_keys_str_mv | AT mengliu stochasticdifferentialequationswithmultimarkovianswitching AT kewang stochasticdifferentialequationswithmultimarkovianswitching |