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.

0 references

Mathematics Subject Classification ID

60H10

0 references

0 references

0 references

MaRDI publication profile

0 references

full work available at URL

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

0 references

0 references

0 references

Estimated inflation rate, consumption and portfolio decision

0 references

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

0 references

AMERICAN OPTIONS WITH REGIME SWITCHING

0 references

On competitive Lotka-Volterra model in random environments

0 references

Stochastic population dynamics under regime switching

0 references

Population dynamical behavior of Lotka-Volterra system under regime switching

0 references

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

0 references

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

0 references

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

0 references

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

0 references

Stochastic delay logistic model under regime switching

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2375515

@@ 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