Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034): Difference between revisions
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Revision as of 08:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps |
scientific article |
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Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (English)
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20 August 2007
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Existence and uniqueness of mild solutions of semilinear backward stochastic evolution equations driven by a cylindrical I-Brownian motion and a Poisson point process in a Hilbert space with non-Lipschitzian coefficients are studied. This is done on appropriate Hilbert spaces by the method of successive approximation using Picard-type iteration and the Bihari lemma.
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successive approximation
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BSEE
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non-Lipschitzian coefficient
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mild solution
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existence
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uniqueness
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cylindrical Brownian motion
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Poisson point process
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