Properties of solutions of stochastic differential equations with continuous-state-dependent switching
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Publication:712174
DOI10.1016/j.jde.2010.08.008zbMath1202.60093MaRDI QIDQ712174
Publication date: 28 October 2010
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2010.08.008
60J05: Discrete-time Markov processes on general state spaces
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
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Cites Work
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