Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points
In this article the problem of existence and uniqueness of solutions of stochastic differential equations with jumps and concentration points are solved. The theoretical results are illustrated by one example.
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2017-01-01
|
| Series: | International Journal of Differential Equations |
| Online Access: | http://dx.doi.org/10.1155/2017/7958398 |