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In this paper, we investigate the global existence of almost surely positive solution to a stochastic Nicholsons blowflies delay differential equation with regime switching, and give the estimation of the path. The results presented in this paper extend some corresponding results in Wang et al. Stochastic Nicholsons Blowflies Delayed Differential Equations, Appl. Math. Lett. 87 (2019) 20-26.
We study a stochastic SIS epidemic dynamics on network, under the effect of a Markovian regime-switching. We first prove the existence of a unique global positive solution, and find a positive invariant set for the system. Then, we find sufficient co
In this paper, we consider a mean-reverting stochastic volatility equation with regime switching, and present some sufficient conditions for the existence of global positive solution, asymptotic boundedness in pth moment, positive recurrence and exis
This paper is concerned with the switching game of a one-dimensional backward stochastic differential equation (BSDE). The associated Bellman-Isaacs equation is a system of matrix-valued BSDEs living in a special unbounded convex domain with reflecti
In this paper, we provide a one-to-one correspondence between the solution Y of a BSDE with singular terminal condition and the solution H of a BSDE with singular generator. This result provides the precise asymptotic behavior of Y close to the final
We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$mathrm{d} X= u(omega,t,X), mathrm{d} t + frac12 sigma(omega,t,X)sigma(omega,t,X),mathrm{d} t + sigma(omega,t,X) , mathrm