A NEW REPRESENTATION RESULT FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH INFINITE MARKOV JUMPS AND MULTIPLICATIVE NOISE
In this paper we give a new representation of the conditional mean square of the solutions for a classof stochastic differential linear equations with infinite Markov jumps (SDELMs) and multiplicative noise. Theobtained result is related to the solutions of two Lyapunov type differential equations d...
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| Format: | Article |
| Language: | English |
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Academica Brancusi
2012-05-01
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| Series: | Fiabilitate şi Durabilitate |
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| Online Access: | http://www.utgjiu.ro/rev_mec/mecanica/pdf/2012-01.Supliment/75_Ungureanu%20Viorica.pdf |