Stochastic Differential Equations with Multi-Markovian Switching
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-03-26
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Liu, Meng& Wang, Ke. 2013. Stochastic Differential Equations with Multi-Markovian Switching. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-11.
https://search.emarefa.net/detail/BIM-465554
Modern Language Association (MLA)
Liu, Meng& Wang, Ke. Stochastic Differential Equations with Multi-Markovian Switching. Journal of Applied Mathematics No. 2013 (2013), pp.1-11.
https://search.emarefa.net/detail/BIM-465554
American Medical Association (AMA)
Liu, Meng& Wang, Ke. Stochastic Differential Equations with Multi-Markovian Switching. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-11.
https://search.emarefa.net/detail/BIM-465554
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-465554
