Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps

DOI10.1016/j.aml.2009.07.004zbMath1197.60081OpenAlexW2059698805MaRDI QIDQ990774

De-zhi Liu, Yun-Feng Yang

Publication date: 1 September 2010

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2009.07.004

zbMATH Keywords

Markovian switchingneutralPoisson jumpsnon-Lipschitzdoubly perturbed diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (3)

Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition ⋮ Multiple positive solutions of singular nonlinear Sturm-Liouville problems with Carathéodory perturbed term

Cites Work

• Self-avoiding random walk: A Brownian motion model with local time drift
• Brownian motion and random walk perturbed at extrema
• Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• Some calculations for doubly perturbed Brownian motion
• Perturbed Skorohod equations and perturbed reflected diffusion processes
• Upper and lower limits of doubly perturbed Brownian motion
• Doubly perturbed jump-diffusion processes
• Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
• Unnamed Item

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