On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control

DOI10.1016/S0167-7152(02)00285-7zbMath1017.60069MaRDI QIDQ1871337

Rong Situ

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equation with jumps; non-Lipschitzian condition

Mathematics Subject Classification ID

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

93E20: Optimal stochastic control

Related Items

Approximate controllability of backward stochastic evolution equations in Hilbert spaces, Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications, On backward stochastic evolution equations in Hilbert spaces and optimal control, Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps, Some Results on Nonlinear Backward Stochastic Evolution Equations

Cites Work

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• Backward Stochastic Differential Equations in Finance