EXISTENCE AND UNIQUENESS OF THE SOLUTIONS FOR A CLASSOF STOCHASTIC DIFFERENTIAL EQUATIONS WITH INFINITE MARKOVIAN JUMPS
In this paper we discuss existence and uniqueness problems for the solutions of a class of infinitedimensional stochastic differential equations (SDEs) with infinite Markovian jumps (MJs). The term "infinity"used with the notion of Markov process means that the state space of the Markov pr...
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| Format: | Article |
| Language: | English |
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Academica Brancusi
2013-05-01
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| Series: | Fiabilitate şi Durabilitate |
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| Online Access: | http://www.utgjiu.ro/rev_mec/mecanica/pdf/2013-01.Supliment/67_Viorica%20Mariela%20Ungureanu.pdf |