Successive approximations of infinite dimensional SDEs with jump

被引：27
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.
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页码：609 / 619
页数：11
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