Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps |
| |
Authors: | Dezhi Liu Yunfeng Yang |
| |
Institution: | 1. School of Statistics and Applied Mathematics, Anhui University of Finance and Economics, Bengbu, Anhui 233030, PR China;2. Jining Vocational and Technical College, Jining, Shandong 272037, PR China |
| |
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: | |
本文献已被 ScienceDirect 等数据库收录! |
|