Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
Applied Mathematics Letters(2010)
摘要
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.
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关键词
Doubly perturbed diffusion processes,Neutral,Non-Lipschitz,Markovian switching,Poisson jumps
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