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

Taras Lukashiv; Igor Malyk

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

机译：马尔可夫切换和集中点随机动力系统解决方案的存在唯一性

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摘要

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.

机译：在本文中，解决了具有跳跃和集中点的随机微分方程解决方案的存在和唯一性问题。理论结果由一个例子说明。

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《International Journal of Differential Equations》 |2017年第2017期|共5页
作者
Taras Lukashiv; Igor Malyk;
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Department of the System Analysis and Insurance and Financial Mathematics Yuriy Fedkovych Chernivtsi National University 28 Unversitetska St. Chernivtsi 58012 Ukraine;

Department of the System Analysis and Insurance and Financial Mathematics Yuriy Fedkovych Chernivtsi National University 28 Unversitetska St. Chernivtsi 58012 Ukraine;

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正文语种 eng
中图分类计量学;
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1. Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points [J] . Taras Lukashiv, Igor Malyk International Journal of Differential Equations . 2017,第期

机译：马尔可夫切换和集中点随机动力系统解决方案的存在唯一性
2. Existence and uniqueness of solutions to stochastic heat equations with Markovian switching and Feller property [J] . Fan Qianzhu Stochastic Analysis and Applications . 2018,第6期

机译：马尔维亚交换与贝尔属性对随机热方程解决方案的存在性与唯一性
3. Stabilization of Stochastic Diffusive Dynamical Systems with Impulse Markov Switchings and Parameters. Part II. Stabilization of Dynamical Systems of Random Structure with External Markov Switchings [J] . T.O. Lukashiv, L.I. Yasinskaya, V.K. Yasinskiy Journal of automation and information sciences . 2009,第4期

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4. On existence and uniqueness of stationary distribution of Hopfield Stochastic neural networks with Markovian switching [C] . Xu Lifeng Information Science and Technology (ICIST), 2012 International Conference on . 2012

机译：马尔可夫切换的Hopfield随机神经网络平稳分布的存在唯一性。
5. Existence, uniqueness, and a characterization of solutions to the contour dynamics equation. [D] . Bertozzi, Andrea Louise. 1991

机译：轮廓动力学方程的存在性，唯一性和特征描述。
6. Existence and Uniqueness of Solution for a Class of Stochastic Differential Equations [O] . Junfei Cao, Zaitang Huang, Caibin Zeng 2013

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7. Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points [O] . Taras Lukashiv, Igor Malyk 2017

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8. Existence of Unique Weak Solutions to a Dynamical System for Nonlinear Elastomers With Hysteresis [R] . Banks, H. T. , Pinter, G. A. , Potter, L. K. 1998

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

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