Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions

DOI10.1007/s10114-011-9753-zzbMath1222.60044OpenAlexW2083887998MaRDI QIDQ2430312

Yanyan Li

Publication date: 6 April 2011

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-011-9753-z

zbMATH Keywords

stochastic differential equationexistenceuniquenessMarkovian switchingnon-Lipschitz conditionrandom impulse

Mathematics Subject Classification ID

Related Items (13)

Stability analysis of second-order differential systems with Erlang distribution random impulses ⋮ Ultimate boundedness theorems for impulsive stochastic differential systems with Markovian switching ⋮ On stability of stochastic differential equations with random impulses driven by Poisson jumps ⋮ Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays ⋮ Impulsive stochastic Volterra integral equations driven by Lévy noise ⋮ Stability analysis for a class of random nonlinear impulsive systems ⋮ Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups ⋮ Qualitative behaviour of stochastic integro-differential equations with random impulses ⋮ Unnamed Item ⋮ Existence and Hyers-Ulam stability of random impulsive stochastic functional integrodifferential equations with finite delays ⋮ Unnamed Item ⋮ Application of the randomized Sharkovsky-type theorems to random impulsive differential equations and inclusions ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients

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