Title of article :
Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
Author/Authors :
Cao، نويسنده , , Guilan and He، نويسنده , , Kai، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Abstract :
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.
Keywords :
Poisson point process , Non-Lipschitzian coefficient , Mild solution , successive approximation , Uniqueness , Cylindrical Brownian motion , BSEE , existence
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications