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Successive approximations of infinite dimensional SDEs with jump
Cao, GL; He, K; Zhang, XC
2005-12-01
Source PublicationSTOCHASTICS AND DYNAMICS
ISSN0219-4937
Volume5Issue:4Pages:609-619
AbstractIn 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.
Keywordsuccessive approximations non-Markovian Poisson point process
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000233652000006
PublisherWORLD SCIENTIFIC PUBL CO PTE LTD
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/1474
Collection应用数学研究所
Corresponding AuthorCao, GL
Affiliation1.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
Recommended Citation
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.
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