KMS Of Academy of mathematics and systems sciences, CAS
| Successive approximations of infinite dimensional SDEs with jump | |
Cao, GL; He, K ; Zhang, XC
| |
| 2005-12-01 | |
| Source Publication | STOCHASTICS AND DYNAMICS
 |
| ISSN | 0219-4937 |
| Volume | 5Issue:4Pages:609-619 |
| Abstract | 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. |
| Keyword | successive approximations non-Markovian Poisson point process |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000233652000006 |
| Publisher | WORLD SCIENTIFIC PUBL CO PTE LTD |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/1474 |
| Collection | 应用数学研究所 |
| Corresponding Author | Cao, GL |
| Affiliation | 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 |
| 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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