Properties of solutions of stochastic differential equations with continuous-state-dependent switching-Reference-Cited by-同舟云学术

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Properties of solutions of stochastic differential equations with continuous-state-dependent switching

Published:2010-11 Issue:10 Volume:249 Page:2409-2439
ISSN:0022-0396
Container-title:Journal of Differential Equations
language:en
Short-container-title:Journal of Differential Equations

Author:

Yin G.,Zhu C.

Publisher

Elsevier BV

Subject

Analysis,Applied Mathematics

Reference18 articles.

1. From Markov Chains to Non-equilibrium Particle Systems;Chen,2004

2. Stochastic Differential Equations and Applications, vols. I and II;Friedman,1975

3. Introduction to the Theory of Random Processes;Gihman,1969

4. Stochastic Differential Equations and Diffusion Processes;Ikeda,1981

5. Limit Theorems for Stochastic Processes;Jacod,1980

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