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Existence, Uniqueness and Stability of Stochastic EPCA

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Theory of Hybrid Systems: Deterministic and Stochastic

Part of the book series: Nonlinear Physical Science ((NPS))

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Abstract

In this chapter, we consider systems of stochastic EPCA (or SEPCA). We start with the problem of existence and uniqueness of solutions. Then, we address the comparison method and the stability notion of the solution.

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References

  1. Alwan MS, Liu XZ, Xie W-C Existence, uniqueness, and stability results for stochastic differential equations with piecewise constant arguments (Submitted)

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  2. Mao X, Yuan C (2006) Stochastic differential equations with Markovian switching. Imperial College Press

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Correspondence to Mohamad S. Alwan .

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Alwan, M.S., Liu, X. (2018). Existence, Uniqueness and Stability of Stochastic EPCA. In: Theory of Hybrid Systems: Deterministic and Stochastic. Nonlinear Physical Science. Springer, Singapore. https://doi.org/10.1007/978-981-10-8046-3_13

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  • DOI: https://doi.org/10.1007/978-981-10-8046-3_13

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  • Publisher Name: Springer, Singapore

  • Print ISBN: 978-981-10-8045-6

  • Online ISBN: 978-981-10-8046-3

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