scholarly journals Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching

2015 ◽  
Vol 125 (8) ◽  
pp. 3104-3125 ◽  
Author(s):  
Hongwei Mei ◽  
George Yin
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Convergence Rates ◽  
Markov Switching

Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations

2005 ◽  
Vol 23 (3) ◽  
pp. 511-558 ◽  
Author(s):  
Kyoung-Sook Moon ◽  
Anders Szepessy ◽  
Raúl Tempone ◽  
Georgios E. Zouraris
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Convergence Rates ◽  
Weak Approximation

scholarly journals Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

2017 ◽  
Vol 2017 ◽  
pp. 1-5 ◽  
Author(s):  
Taras Lukashiv ◽  
Igor Malyk
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Dynamic Systems ◽  
Existence And Uniqueness ◽  
Markov Switching ◽  
Uniqueness Of Solution ◽  
Stochastic Dynamic ◽  
Uniqueness Of Solutions ◽  
Stochastic Dynamic Systems ◽  
Theoretical Results

In this article the problem of existence and uniqueness of solutions of stochastic differential equations with jumps and concentration points are solved. The theoretical results are illustrated by one example.

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