Razumikhin-type theorem for stochastic functional differential equations with Lévy noise and Markov switching
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Control"
DOI: 10.1080/00207179.2016.1219069
Abstract: ABSTRACT This paper is devoted to study the well-known Razumikhin-type theorem for a class of stochastic functional differential equations with Lévy noise and Markov switching. In comparison to the standard Gaussian noise, Lévy noise and… read more here.
Keywords: markov switching; noise markov; equations noise; razumikhin type ... See more keywords