Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Taras Lukashiv; Igor Malyk

doi:10.1155/2017/7958398

Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Taras Lukashiv^*
, Igor Malyk

^*Corresponding author for this work

Research output: Contribution to journal › Article › Research › peer-review

4 Citations (Scopus)

Abstract

In this article the problem of existence and uniqueness of solutions of stochastic differential equations with jumps and concentration points are solved. The theoretical results are illustrated by one example.

Original language	English
Article number	7958398
Journal	International Journal of Differential Equations
Volume	2017
DOIs	https://doi.org/10.1155/2017/7958398
Publication status	Published - 2017
Externally published	Yes

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title = "Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points",

abstract = "In this article the problem of existence and uniqueness of solutions of stochastic differential equations with jumps and concentration points are solved. The theoretical results are illustrated by one example.",

author = "Taras Lukashiv and Igor Malyk",

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year = "2017",

doi = "10.1155/2017/7958398",

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volume = "2017",

journal = "International Journal of Differential Equations",

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AU - Lukashiv, Taras

AU - Malyk, Igor

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N2 - In this article the problem of existence and uniqueness of solutions of stochastic differential equations with jumps and concentration points are solved. The theoretical results are illustrated by one example.

AB - In this article the problem of existence and uniqueness of solutions of stochastic differential equations with jumps and concentration points are solved. The theoretical results are illustrated by one example.

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DO - 10.1155/2017/7958398

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SN - 1687-9643

VL - 2017

JO - International Journal of Differential Equations

JF - International Journal of Differential Equations

M1 - 7958398

ER -

Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Abstract

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