Properties of solutions of stochastic differential equations with continuous-state-dependent switching

DOI10.1016/j.jde.2010.08.008zbMath1202.60093OpenAlexW1977544211MaRDI QIDQ712174

Chao Zhu, G. George Yin

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

zbMATH Keywords

switching diffusioncontinuous dependencesmooth dependence

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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