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

In this paper, we study the existence and uniqueness of mild solutions to semilinear backward stochastic evolution equations driven by the cylindrical I-Brownian motion and the Poisson point process in a Hilbert space with non-Lipschitzian coefficients by the successive approximation.
Year of publication:
2007
Authors: Cao, Guilan ; He, Kai
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 117.2007, 9, p. 1251-1264
Publisher: Elsevier
Keywords: Successive approximation BSEE Non-Lipschitzian coefficient Mild solution Existence Uniqueness Cylindrical Brownian motion Poisson point process
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008874850
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