Abstract
This paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. The existence and uniqueness of solution are investigated, and the pth moment of the solution is estimated. The classical theory of SDEs with single Markovian switching is extended.
Citation
Meng Liu. Ke Wang. "Stochastic Differential Equations with Multi-Markovian Switching." J. Appl. Math. 2013 1 - 11, 2013. https://doi.org/10.1155/2013/357869
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