Print Email Facebook Twitter On strong Markov property of solutions to stochastic differential equations on hybrid state spaces Title On strong Markov property of solutions to stochastic differential equations on hybrid state spaces Author Krystul, Jaroslav (University of Twente) Bagchi, Arunabha (University of Twente) Blom, H.A.P. (TU Delft Air Transport & Operations) Date 2011 Abstract In this paper we study a class of strong Markov solutions to stochastic differential equations on a hybrid state spaces. We construct stochastic hybrid processes as solutions to Ito-Skorohod type stochastic differential equations. Then we present strong existence and uniqueness results and show that under weak conditions these solutions are strong Markov processes. Subject Stochastic hybrid systemsStrong Markov propertyHybrid jumpsStrong solutionsExis- tence and Uniqueness To reference this document use: http://resolver.tudelft.nl/uuid:948fc4dd-66f5-42bc-82e6-8770d371add3 Publisher Delft University of Technology Part of collection Institutional Repository Document type report Rights © 2011 Jaroslav Krystul, Arunabha Bagchi, H.A.P. Blom Files PDF KrystulEtAl2011_manuscript.pdf 272.89 KB Close viewer /islandora/object/uuid:948fc4dd-66f5-42bc-82e6-8770d371add3/datastream/OBJ/view