Existence and uniqueness of solution of stochastic dynamic systems with Markov switching and concentration points

DOI10.1155/2017/7958398zbMath1487.34157OpenAlexW2608790126WikidataQ59144301 ScholiaQ59144301MaRDI QIDQ1656137

Igor V. Malyk, Taras O. Lukashiv

Publication date: 10 August 2018

Published in: International Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/7958398

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional-differential equations with impulses (34K45) Stochastic functional-differential equations (34K50)

Related Items (2)

Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching ⋮ Unnamed Item

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