Title of article :
Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
Author/Authors :
Liu، نويسنده , , Dezhi and Yang، نويسنده , , Yunfeng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Pages :
6
From page :
1141
To page :
1146
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 :
Doubly perturbed diffusion processes , neutral , Non-Lipschitz , Markovian switching , Poisson jumps
Journal title :
Applied Mathematics Letters
Serial Year :
2010
Journal title :
Applied Mathematics Letters
Record number :
1527237
Link To Document :
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