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)

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