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arXiv · 1507.01263

Stopping Time and Control for a Type of Impulsive Stochastic Differential Equation

Ricardo Castro Santis
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Abstract

The main objective of this paper is the construction of the solution of an impulsive stochastic differential equation, subject to control conditions in the pulse-times and give sufficient conditions for them to be random variables with finite expectation. Such equations are useful in modeling diverse phenomena as biological control and pressure regulating mechanisms. The article ends with an application in fishery.

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Ricardo Castro Santis. 2015-07-05. Stopping Time and Control for a Type of Impulsive Stochastic Differential Equation. https://arxiv.org/abs/1507.01263

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