Evolving Systems of Stochastic Differential Equations

Fecha

2022

Profesor Guía

Formato del documento

Articulo

ORCID Autor

Título de la revista

ISSN de la revista

Título del volumen

Editor

Springer

Ubicación

ISBN

ISSN

item.page.issne

Facultad

Facultad de Ingeniería

Departamento o Escuela

Instituto de Ingenieria Matematica

Determinador

Recolector

Especie

Nota general

No disponible para descarga

Resumen

We introduce Evolving Systems of Stochastic Differential Equations. This model generalizes the well-known stochastic differential equations with Markovian switching, enabling the countably many local systems to have solutions in regime-dependent dimension. We provide two constructions, the first one based upon general results on measure-valued processes and the second one partially inspired by recent developments of the theory of concatenation of right processes. We prove the Feller property under very mild assumptions, provide some extensions to the basic model, and show applications of our general framework to a biological model.

Descripción

Lugar de Publicación

Auspiciador

Palabras clave

FELLER PROPERTY, CONCATENATION OF MARKOV PROCESSES, MARKOV SWITCHING, ABSOLUTELY CONTINUOUS CHANGE OF MEASURES, BIOLOGICAL MODELS

Licencia

URL Licencia