On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients.
From MaRDI portal
Publication:1411713
DOI10.1215/kjm/1250283851zbMath1037.60060MaRDI QIDQ1411713
Publication date: 15 December 2003
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250283851
mild solution; backward stochastic differential equation; infinitesimal generator; non-Lipschitz; integral-Lipschitz; stochastic differential equation in infinite dimension
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
BSDEs driven by time-changed Lévy noises with non-Lipschitz generators, Anticipated backward stochastic differential equations with non-Lipschitz coefficients, On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients, Abstract semilinear stochastic Itô-Volterra integrodifferential equations, Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition, Anticipated Backward Stochastic Differential Equation with Reflection, ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS, Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator