Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps

Applied Mathematics Letters(2010)

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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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