Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps

doi:10.1016/j.spa.2007.01.003

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	Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
	Cao, Guilan ; He, Kai
	2007-09-01
Source Publication	STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN	0304-4149
Volume	117 Issue:9 Pages:1251-1264
Abstract	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.
Keyword	successive approximation BSEE non-Lipschitzian coefficient mild solution existence uniqueness cylindrical Brownian motion Poisson point process
DOI	10.1016/j.spa.2007.01.003
Language	英语
WOS Research Area	Mathematics
WOS Subject	Statistics & Probability
WOS ID	WOS:000249175600005
Publisher	ELSEVIER SCIENCE BV
Citation statistics
Document Type	期刊论文
Identifier	http://ir.amss.ac.cn/handle/2S8OKBNM/4355
Collection	应用数学研究所
Corresponding Author	He, Kai
Affiliation	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
Recommended Citation 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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