existence and uniqueness theorem for stochastic differential equations with self-exciting switching存在性和唯一性定理与自励切换随机微分方程.pdfVIP

Hindawi Publishing Corporation Discrete Dynamics in Nature and Society Volume 2011, Article ID 549651, 12 pages doi:10.1155/2011/549651 Research Article Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching Guixin Hu1 and Ke Wang1, 2 1 Department of Mathematics, Harbin Institute of Technology at Weihai, Weihai 264209, China 2 School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China Correspondence should be addressed to Guixin Hu, huguixin2002@163.com Recei