Khasminskii-type theorem for a class of stochastic functional differential equations

DOI10.1515/MATH-2022-0059OpenAlexW4293243637WikidataQ115236000 ScholiaQ115236000MaRDI QIDQ2084186

Ru Wang, Li Ma, Liangqing Yan

Publication date: 18 October 2022

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2022-0059

zbMATH Keywords

jumpMarkovian switchingexistence and uniqueness of solutionstochastic functional differential equationKhasminskii-type conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Limit theorems in probability theory (60F99)

Cites Work

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• Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching
• Stochastic Differential Equations with Markovian Switching
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations

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