Infinite-delayed stochastic impulsive differential systems with Poisson jumps
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DOI: 10.1007/s13226-021-00123-7
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- Philippe Jorion, 1988. "On Jump Processes in the Foreign Exchange and Stock Markets," The Review of Financial Studies, Society for Financial Studies, vol. 1(4), pages 427-445.
- Y. Ren & Q. Zhou & L. Chen, 2011. "Existence, Uniqueness and Stability of Mild Solutions for Time-Dependent Stochastic Evolution Equations with Poisson Jumps and Infinite Delay," Journal of Optimization Theory and Applications, Springer, vol. 149(2), pages 315-331, May.
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- Kuang, Daipeng & Li, Jianli & Gao, Dongdong & Luo, Danfeng, 2024. "Stochastic near-optimal control for a system with Markovian switching and Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 178(C).
- Upadhyay, Anjali & Kumar, Surendra, 2023. "The exponential nature and solvability of stochastic multi-term fractional differential inclusions with Clarke’s subdifferential," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
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Keywords
Impulsive stochastic differential equations; Poisson jumps; Mild Solution; Continuous dependence; Optimal controls;All these keywords.
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