Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

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.

Bibliographic Details
Main Authors: Taras Lukashiv, Igor Malyk
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
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spelling doaj-b4d8a9439e504f9ab60cbe9892f6778a2020-11-24T22:42:40ZengHindawi LimitedInternational Journal of Differential Equations1687-96431687-96512017-01-01201710.1155/2017/79583987958398Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration PointsTaras Lukashiv0Igor Malyk1Department of the System Analysis and Insurance and Financial Mathematics, Yuriy Fedkovych Chernivtsi National University, 28 Unversitetska St., Chernivtsi 58012, UkraineDepartment of the System Analysis and Insurance and Financial Mathematics, Yuriy Fedkovych Chernivtsi National University, 28 Unversitetska St., Chernivtsi 58012, UkraineIn 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.http://dx.doi.org/10.1155/2017/7958398
collection DOAJ
language English
format Article
sources DOAJ
author Taras Lukashiv
Igor Malyk
spellingShingle Taras Lukashiv
Igor Malyk
Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points
International Journal of Differential Equations
author_facet Taras Lukashiv
Igor Malyk
author_sort Taras Lukashiv
title Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points
title_short Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points
title_full Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points
title_fullStr Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points
title_full_unstemmed Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points
title_sort existence and uniqueness of solution of stochastic dynamic systems with markov switching and concentration points
publisher Hindawi Limited
series International Journal of Differential Equations
issn 1687-9643
1687-9651
publishDate 2017-01-01
description 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.
url http://dx.doi.org/10.1155/2017/7958398
work_keys_str_mv AT taraslukashiv existenceanduniquenessofsolutionofstochasticdynamicsystemswithmarkovswitchingandconcentrationpoints
AT igormalyk existenceanduniquenessofsolutionofstochasticdynamicsystemswithmarkovswitchingandconcentrationpoints
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