KMS Of Academy of mathematics and systems sciences, CAS
Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps | |
Cao, Guilan; He, Kai | |
2007-09-01 | |
发表期刊 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
ISSN | 0304-4149 |
卷号 | 117期号:9页码:1251-1264 |
摘要 | In this paper, we study the existence and uniqueness of mild solutions to semilinear backward stochastic evolution equations driven by the cylindrical I-Brownian motion and the Poisson point process in a Hilbert space with non-Lipschitzian coefficients by the successive approximation. (C) 2007 Elsevier B.V. All rights reserved. |
关键词 | successive approximation BSEE non-Lipschitzian coefficient mild solution existence uniqueness cylindrical Brownian motion Poisson point process |
DOI | 10.1016/j.spa.2007.01.003 |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000249175600005 |
出版者 | ELSEVIER SCIENCE BV |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/4355 |
专题 | 应用数学研究所 |
通讯作者 | He, Kai |
作者单位 | 1.Tsing Hua Univ, Dept Math Sci, Beijing 100084, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Cao, Guilan,He, Kai. Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2007,117(9):1251-1264. |
APA | Cao, Guilan,&He, Kai.(2007).Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,117(9),1251-1264. |
MLA | Cao, Guilan,et al."Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 117.9(2007):1251-1264. |
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