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
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