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Stochastic Differential Equations with Multi-Markovian Switching
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نویسنده
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liu m. ,wang k.
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منبع
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journal of applied mathematics - 2013 - دوره : 2013 - شماره : 0
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چکیده
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This paper is concerned with stochastic differential equations (sdes) with multi-markovian switching. the existence and uniqueness of solution are investigated,and the pth moment of the solution is estimated. the classical theory of sdes with single markovian switching is extended. © 2013 meng liu and ke wang.
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آدرس
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school of mathematical science,huaiyin normal university, China, department of mathematics,harbin institute of technology, China
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Authors
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