existence and uniqueness of solution of stochastic dynamic systems with markov switching and concentration points
;Taras Lukashiv;Igor Malyk
Biological reviews of the Cambridge Philosophical Society2017Vol. 2017pp. -
113
lukashiv2017internationalexistence
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.