Successive approximations of infinite dimensional SDEs with jump

被引：28

作者：

Cao, GL ^{[1
]}

He, K

Zhang, XC

机构：

[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

来源：

STOCHASTICS AND DYNAMICS | 2005年 / 5卷 / 04期

基金：

美国国家科学基金会;

关键词：

successive approximations; non-Markovian; Poisson point process;

D O I：

10.1142/S0219493705001584

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：609 / 619

页数：11

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