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 QIDQ6600511FDOQ6600511

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)

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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)

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

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