Doubly perturbed neutral stochastic functional equations
β Scribed by Lanying Hu; Yong Ren
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 483 KB
- Volume
- 231
- Category
- Article
- ISSN
- 0377-0427
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## Abstract This paper is devoted to the large class of stochastic differential equations of the Ito type whose coefficients are functionally perturbed and depend on a small parameter. The solution of a such equation is compared with the solution of the corresponding unperturbed equation, in the (2
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 Lipschit