Stochastic differential equations with multi-Markovian switching (Q2375515): Difference between revisions

Summary: This paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. The existence and uniqueness of solution are investigated, and the \(p\)th moment of the solution is estimated. The classical theory of SDEs with single Markovian switching is extended.

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1155/2013/357869

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cites work

Q3980797

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Estimated inflation rate, consumption and portfolio decision

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Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits

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AMERICAN OPTIONS WITH REGIME SWITCHING

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On competitive Lotka-Volterra model in random environments

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Stochastic population dynamics under regime switching

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Population dynamical behavior of Lotka-Volterra system under regime switching

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Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching

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Asymptotic properties and simulations of a stochastic logistic model under regime switching

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Stability in distribution of competitive Lotka-Volterra system with Markovian switching

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Asymptotic properties and simulations of a stochastic logistic model under regime switching II

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Stochastic delay logistic model under regime switching

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Identifiers

zbMATH Open document ID

1266.60105

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DOI

10.1155/2013/357869

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2375515

@@ Property / full work available at URL @@
+https://doi.org/10.1155/2013/357869
+Normal rank
@@ Property / OpenAlex ID @@
+W2075918861
@@ Property / OpenAlex ID: W2075918861 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3980797
@@ Property / cites work: Q3980797 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimated inflation rate, consumption and portfolio decision
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits
+Normal rank
@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+On competitive Lotka-Volterra model in random environments
+Normal rank
@@ Property / cites work @@
+Stochastic population dynamics under regime switching
+Normal rank
@@ Property / cites work @@
+Population dynamical behavior of Lotka-Volterra system under regime switching
+Normal rank
@@ Property / cites work @@
+Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching
+Normal rank
@@ Property / cites work @@
+Asymptotic properties and simulations of a stochastic logistic model under regime switching
+Normal rank
@@ Property / cites work @@
+Stability in distribution of competitive Lotka-Volterra system with Markovian switching
+Normal rank
@@ Property / cites work @@
+Asymptotic properties and simulations of a stochastic logistic model under regime switching II
+Normal rank
@@ Property / cites work @@
+Stochastic delay logistic model under regime switching
+Normal rank