Existence and uniqueness of solution of stochastic dynamic systems with Markov switching and concentration points (Q1656137)
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scientific article; zbMATH DE number 6915941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solution of stochastic dynamic systems with Markov switching and concentration points |
scientific article; zbMATH DE number 6915941 |
Statements
Existence and uniqueness of solution of stochastic dynamic systems with Markov switching and concentration points (English)
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10 August 2018
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Summary: 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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