Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions (Q2430312)

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Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions
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    Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions (English)
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    6 April 2011
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    stochastic differential equation
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    random impulse
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    Markovian switching
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    existence
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    uniqueness
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    non-Lipschitz condition
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