✦ LIBER ✦

Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps

✍ Scribed by Dezhi Liu; Yunfeng Yang

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 257 KB
Volume: 23
Category: Article
ISSN: 0893-9659
DOI: 10.1016/j.aml.2009.07.004

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✦ Synopsis

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.

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