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

DOI10.1016/J.SPA.2007.01.003zbMath1125.60066OpenAlexW1977703184MaRDI QIDQ2642034

Guilan Cao, Kai He

Publication date: 20 August 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.01.003

zbMATH Keywords

existenceuniquenessmild solutionPoisson point processsuccessive approximationcylindrical Brownian motionBSEEnon-Lipschitzian coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25) Evolution inclusions (34G25) Stochastic integral equations (60H20) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Related Items (13)

The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations ⋮ The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise ⋮ Approximate mild solutions of fractional stochastic evolution equations in Hilbert spaces ⋮ \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ The non-Lipschitz stochastic Cahn–Hilliard–Navier–Stokes equations in two space dimensions ⋮ On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients. ⋮ Existence and Uniqueness for a Class of SPDEs Driven by L'{e}vy Noise in Hilbert Spaces ⋮ The existence of energy solutions to 2-dimensional non-Lipschitz stochastic Navier-Stokes equations in unbounded domains ⋮ The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes ⋮ Time-dependent backward stochastic evolution equations ⋮ THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS ⋮ The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps ⋮ Strong averaging principle for slow-fast SPDEs with Poisson random measures

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