Academic Editor: Jose L. Gracia
Copyright © 2013 Meng Liu and Ke Wang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
This paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. The existence and uniqueness of solution are investigated, and the pth moment of the solution is estimated. The classical theory of SDEs with single Markovian switching is extended.