EXISTENCE AND UNIQUENESS OF THE SOLUTIONS FOR A CLASSOF STOCHASTIC DIFFERENTIAL EQUATIONS WITH INFINITE MARKOVIAN JUMPS
In this paper we discuss existence and uniqueness problems for the solutions of a class of infinitedimensional stochastic differential equations (SDEs) with infinite Markovian jumps (MJs). The term "infinity"used with the notion of Markov process means that the state space of the Markov pr...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Academica Brancusi
2013-05-01
|
| Series: | Fiabilitate şi Durabilitate |
| Subjects: | |
| Online Access: | http://www.utgjiu.ro/rev_mec/mecanica/pdf/2013-01.Supliment/67_Viorica%20Mariela%20Ungureanu.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|