Add to ORKGIn this paper we study a class of strong Markov solutions to stochastic differential equations on a hybrid state spaces. We construct stochastic hybrid processes as solutions to Ito-Skorohod type stochastic differential equations. Then we present strong existence and uniqueness results and show that under weak conditions these solutions are strong Markov processes.Aerospace Transport & Operation
Abstract — Stochastic hybrid systems are driven by random processes and have states that can both fl...
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes ...
AbstractThis work is concerned with several properties of solutions of stochastic differential equat...
In this paper we study a class of strong Markov solutions to stochastic differential equations on a ...
In this chapter we set up a mathematical structure, called Markov string, to obtaining a very genera...
In this chapter we set up a mathematical structure, called Markov string, to obtaining a very genera...
In this paper we set up a mathematical structure, called Markov string, to obtaining a very general ...
Abstract Stochastic hybrid systems arise in numerous applications of systems with multiple models; e...
Just as ordinary and partial differential equations are used extensively in modelling, stochastic d...
The paper deals with three issues. First we show a sufficient condition for a cylindrical local mart...
We present the complete proof of the Markov property of the strong solution to a multidimensional s...
In this paper we study backward stochastic differential equations (BSDEs) driven by the compensated ...
For stochastic hybrid systems, safety verification methods are very little supported mainly because ...
Using the theory of stochastic integration for processes with values in a UMD Banach space developed...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
Abstract — Stochastic hybrid systems are driven by random processes and have states that can both fl...
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes ...
AbstractThis work is concerned with several properties of solutions of stochastic differential equat...
In this paper we study a class of strong Markov solutions to stochastic differential equations on a ...
In this chapter we set up a mathematical structure, called Markov string, to obtaining a very genera...
In this chapter we set up a mathematical structure, called Markov string, to obtaining a very genera...
In this paper we set up a mathematical structure, called Markov string, to obtaining a very general ...
Abstract Stochastic hybrid systems arise in numerous applications of systems with multiple models; e...
Just as ordinary and partial differential equations are used extensively in modelling, stochastic d...
The paper deals with three issues. First we show a sufficient condition for a cylindrical local mart...
We present the complete proof of the Markov property of the strong solution to a multidimensional s...
In this paper we study backward stochastic differential equations (BSDEs) driven by the compensated ...
For stochastic hybrid systems, safety verification methods are very little supported mainly because ...
Using the theory of stochastic integration for processes with values in a UMD Banach space developed...
In this paper, we will consider the existence of a strong solution for stochastic differential equat...
Abstract — Stochastic hybrid systems are driven by random processes and have states that can both fl...
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes ...
AbstractThis work is concerned with several properties of solutions of stochastic differential equat...