• Title of article

    Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps

  • Author/Authors

    Liu، نويسنده , , Dezhi and Yang، نويسنده , , Yunfeng، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2010
  • Pages
    6
  • From page
    1141
  • To page
    1146
  • Abstract
    In this work, we will establish new results on the boundedness, existence and uniqueness of the solutions to a class of doubly perturbed neutral stochastic functional equations with Markovian switching and Poisson jumps. Most of the existing results use a singly perturbed model and a global Lipschitz condition, but in this work the doubly perturbed model has been studied and the coefficients of equations are non-Lipschitz. So some known results have been improved and generalized.
  • Keywords
    Doubly perturbed diffusion processes , neutral , Non-Lipschitz , Markovian switching , Poisson jumps
  • Journal title
    Applied Mathematics Letters
  • Serial Year
    2010
  • Journal title
    Applied Mathematics Letters
  • Record number

    1527237