Stopping Time and Control for a Type of Impulsive Stochastic Differential Equation
From MaRDI portal
Publication:6263307
arXiv1507.01263MaRDI QIDQ6263307FDOQ6263307
Authors: Ricardo Castro Santis 
Publication date: 5 July 2015
Abstract: The main objective of this paper is the construction of the solution of an impulsive stochastic differential equation, subject to control conditions in the pulse-times and give sufficient conditions for them to be random variables with finite expectation. Such equations are useful in modeling diverse phenomena as biological control and pressure regulating mechanisms. The article ends with an application in fishery.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) General biology and biomathematics (92B05)
This page was built for publication: Stopping Time and Control for a Type of Impulsive Stochastic Differential Equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6263307)
