SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP-Reference-Cited by-同舟云学术

SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

Published:2005-12 Issue:04 Volume:05 Page:609-619
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

CAO GUILAN¹²,HE KAI¹³,ZHANG XICHENG¹

Affiliation:

1. Department of Mathematics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, P. R. China

2. Department of Mathematical Sciences, Tsinghua University, Beijing 100084, P. R. China

3. Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, P. R. China

Abstract

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.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modelling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493705001584

Reference8 articles.

1. Modulus of continuity of the canonic Brownian motion “on the group of diffeomorphisms of the circle”

2. On a type of stochastic differential equations driven by countably many Brownian motions

3. Stochastic Equations in Infinite Dimensions

4. The canonic diffusion above the diffeomorphism group of the circle

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