KMS Of Academy of mathematics and systems sciences, CAS
Successive approximations of infinite dimensional SDEs with jump | |
Cao, GL; He, K![]() | |
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. |
Files in This Item: | There are no files associated with this item. |
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment