Article2005

SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

34 citations0/0 files storedStochastics and Dynamics

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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.

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References

1983Stochastic Differential Equations and Diffusion Processes 1971On the uniqueness of solutions of stochastic differential equations 1992Successive approximations to solutions of stochastic differential equations 1981On the successive approximation of solutions of stochastic differential equations 2003On a type of stochastic differential equations driven by countably many Brownian motions

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