Publication | Closed Access
SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
35
Citations
7
References
2005
Year
Stochastic Hybrid SystemEngineeringStochastic ProcessesSuccessive ApproximationStochastic CalculusStochastic Dynamical SystemStochastic Differential EquationStochastic SystemStochastic AnalysisProbability TheoryNon-lipschitz CoefficientsLevy ProcessApproximation TheoryInfinite Dimensional SpacesStochastic Differential Equations
In this paper, we study the existence and uniqueness of solutions to non-Markovian stochastic differential equations with jump and non-Lipschitz coefficients in infinite dimensional spaces by successive approximation.
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