Adapted solutions of backward stochastic evolution equations with jumps on Hilbert space

被引：0

作者：

Situ, R. ^{[1
]}

Xu, H.-Y. ^{[1
]}

机构：

[1] Department of Mathematics, Zhongshan University, Guangzhou 510275, China

来源：

| 2001年 / Journal of Zhongshan University卷 / 40期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

下载

共 50 条

[21] Backward stochastic Volterra integral equations-Representation of adapted solutions
Wang, Tianxiao
Yong, Jiongmin
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 129 (12) : 4926 - 4964
[22] The regularity of fractional stochastic evolution equations in Hilbert space
Su, Xiaoyan
Li, Miao
STOCHASTIC ANALYSIS AND APPLICATIONS, 2018, 36 (04) : 639 - 653
[23] LINEAR STOCHASTIC EVOLUTION EQUATIONS IN HILBERT-SPACE
ICHIKAWA, A
JOURNAL OF DIFFERENTIAL EQUATIONS, 1978, 28 (02) : 266 - 277
[24] Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
Cao, Guilan
He, Kai
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2007, 117 (09) : 1251 - 1264
[25] Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
Marinelli, Carlo
Di Persio, Luca
Ziglio, Giacomo
JOURNAL OF FUNCTIONAL ANALYSIS, 2013, 264 (12) : 2784 - 2816
[26] Finding adapted solutions of forward–backward stochastic differential equations: method of continuation
Jiongmin Yong
Probability Theory and Related Fields, 1997, 107 : 537 - 572
[27] Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations
Li, Juan
Peng, Shige
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2009, 70 (04) : 1776 - 1796
[28] Strong, mild and weak solutions of backward stochastic evolution equations
Al-Hussein, Abdul Rahman
RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2005, 13 (02) : 129 - 138
[29] WIENER CHAOS SOLUTIONS FOR LINEAR BACKWARD STOCHASTIC EVOLUTION EQUATIONS
Yannacopoulos, Athanasios N.
Frangos, Nikolaos E.
Karatzas, Ioannis
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2011, 43 (01) : 68 - 113
[30] EVOLUTION EQUATIONS DRIVEN BY GENERAL STOCHASTIC MEASURES IN HILBERT SPACE
Radchenko, V. M.
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2015, 59 (02) : 328 - U185

← 1 2 3 4 5 →