Stochastic differential equations with multi-Markovian switching (Q2375515): Difference between revisions
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Revision as of 18:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with multi-Markovian switching |
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Stochastic differential equations with multi-Markovian switching (English)
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14 June 2013
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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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