International Journal of Differential Equations (Jan 2017)

Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

  • Taras Lukashiv,
  • Igor Malyk

DOI
https://doi.org/10.1155/2017/7958398
Journal volume & issue
Vol. 2017

Abstract

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In this article the problem of existence and uniqueness of solutions of stochastic differential equations with jumps and concentration points are solved. The theoretical results are illustrated by one example.