Existence of l-th moment of solution of Ito-Skorokhod stochastic dynamic systems of random structure with external disturbances and all prehistory

DOI10.24144/2616-7700.2020.1(36).41-54MaRDI QIDQ6600511zbMATH OpenFDO

Authors V. K. Yasyns'kyj, Svitlana V. Antonyuk

Publication date 9 September 2024

Published in Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

zbMATH Keywords

Markov switchingWiener integralPoisson integralIto-Skorokhod stochastic dynamic systemstochastic system of random structure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55)

Recommendations

• Stability of solution of the Ito-Skorokhod stochastic dynamic system of random structure with external random disturbances, Markov switching and all prehistory
• Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory
• Regularity of solutions of stochastic equations for systems with aftereffect
• scientific article; zbMATH DE number 4098427
• Existence and uniqueness of a continuous solution of a system of stochastic differential equations of Itô type

Cited in

(1)

• Stability of solution of the Ito-Skorokhod stochastic dynamic system of random structure with external random disturbances, Markov switching and all prehistory

This page was built for publication: Existence of \(l\)-th moment of solution of Ito-Skorokhod stochastic dynamic systems of random structure with external disturbances and all prehistory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6600511)