Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps

DOI10.1016/j.aml.2009.07.004zbMath1197.60081MaRDI QIDQ990774

De-zhi Liu, Yun-Feng Yang

Publication date: 1 September 2010

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2009.07.004

zbMATH Keywords

Markovian switching; neutral; Poisson jumps; non-Lipschitz; doubly perturbed diffusion processes

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

Related Items

Multiple positive solutions of singular nonlinear Sturm-Liouville problems with Carathéodory perturbed term, Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition

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