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2013 Stochastic Differential Equations with Multi-Markovian Switching
Meng Liu, Ke Wang
J. Appl. Math. 2013: 1-11 (2013). DOI: 10.1155/2013/357869

Abstract

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.

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Meng Liu. Ke Wang. "Stochastic Differential Equations with Multi-Markovian Switching." J. Appl. Math. 2013 1 - 11, 2013. https://doi.org/10.1155/2013/357869

Information

Published: 2013
First available in Project Euclid: 14 March 2014

zbMATH: 1266.60105
MathSciNet: MR3039711
Digital Object Identifier: 10.1155/2013/357869

Rights: Copyright © 2013 Hindawi

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