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Markovian bridges and reversible diffusion processes with jumps

✍ Scribed by Nicolas Privault; Jean-Claude Zambrini


Book ID
108052833
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
332 KB
Volume
40
Category
Article
ISSN
0246-0203

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Doubly perturbed neutral diffusion proce
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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