On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients.

DOI10.1215/kjm/1250283851zbMath1037.60060MaRDI QIDQ1411713

Nicolas Lerner, Ying Hu

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

zbMATH Keywords

mild solution; backward stochastic differential equation; infinitesimal generator; non-Lipschitz; integral-Lipschitz; stochastic differential equation in infinite dimension

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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