Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-05-19
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
We introduce a new kind of equation, stochastic differential equations with self-exciting switching.
Firstly, we give some preliminaries for this kind of equation, and then, we get the main results of our paper; that is, we gave the sufficient condition which can guarantee the existence and uniqueness of the solution.
American Psychological Association (APA)
Hu, Guixin& Wang, Ke. 2011. Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching. Discrete Dynamics in Nature and Society،Vol. 2011, no. 2011, pp.1-12.
https://search.emarefa.net/detail/BIM-480694
Modern Language Association (MLA)
Hu, Guixin& Wang, Ke. Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching. Discrete Dynamics in Nature and Society No. 2011 (2011), pp.1-12.
https://search.emarefa.net/detail/BIM-480694
American Medical Association (AMA)
Hu, Guixin& Wang, Ke. Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching. Discrete Dynamics in Nature and Society. 2011. Vol. 2011, no. 2011, pp.1-12.
https://search.emarefa.net/detail/BIM-480694
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-480694
