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
Alwan MS, Liu XZ, Xie W-C Existence, uniqueness, and stability results for stochastic differential equations with piecewise constant arguments (Submitted)
Mao X, Yuan C (2006) Stochastic differential equations with Markovian switching. Imperial College Press
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© 2018 Springer Nature Singapore Pte Ltd. and Higher Education Press, Beijing
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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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Online ISBN: 978-981-10-8046-3
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