Successive approximations of infinite dimensional SDEs with jump

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	Successive approximations of infinite dimensional SDEs with jump
	Cao, GL ; He, K; Zhang, XC
	2005-12-01
发表期刊	STOCHASTICS AND DYNAMICS
ISSN	0219-4937
卷号	5 期号:4 页码:609-619
摘要	In this paper, we study the existence and uniqueness of solutions to non-Markovian stochastic differential equations with jump and non-Lipschitz coefficients in infinite dimensional spaces by successive approximation.
关键词	successive approximations non-Markovian Poisson point process
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000233652000006
出版者	WORLD SCIENTIFIC PUBL CO PTE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1474
专题	应用数学研究所
通讯作者	Cao, GL
作者单位	1.Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Peoples R China 2.Tsing Hua Univ, Dept Math Sci, Beijing 100084, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Cao, GL,He, K,Zhang, XC. Successive approximations of infinite dimensional SDEs with jump[J]. STOCHASTICS AND DYNAMICS,2005,5(4):609-619.
APA	Cao, GL,He, K,&Zhang, XC.(2005).Successive approximations of infinite dimensional SDEs with jump.STOCHASTICS AND DYNAMICS,5(4),609-619.
MLA	Cao, GL,et al."Successive approximations of infinite dimensional SDEs with jump".STOCHASTICS AND DYNAMICS 5.4(2005):609-619.