Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching
We introduce a new kind of equation, stochastic differential equations with self-exciting switching. Firstly, we give some preliminaries for this kind of equation, and then, we get the main results of our paper; that is, we gave the sufficient condition which can guarantee the existence and uniquene...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2011-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2011/549651 |