Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps

作者：Liu Dezhi^*; Yang Yunfeng

来源：Applied Mathematics Letters, 2010, 23(10): 1141-1146.

DOI：10.1016/j.aml.2009.07.004

• Doubly perturbed diffusion processes
• Neutral
• Non-Lipschitz
• Markovian switching
• Poisson jumps

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.

• 出版日期2010-10
• 单位安徽财经大学