Successive approximations of infinite dimensional SDEs with jump
文献类型：期刊论文
| 作者 | Cao, GL; He, K ; Zhang, XC
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| 刊名 | STOCHASTICS AND DYNAMICS
 |
| 出版日期 | 2005-12-01 |
| 卷号 | 5期号:4页码:609-619 |
| 关键词 | successive approximations non-Markovian Poisson point process |
| ISSN号 | 0219-4937 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000233652000006 |
| 出版者 | WORLD SCIENTIFIC PUBL CO PTE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1473]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Cao, GL |
| 作者单位 | 1.Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Peoples R China 2.Tsing Hua Univ, Dept Math Sci, Beijing 100084, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Cao, GL,He, K,Zhang, XC. Successive approximations of infinite dimensional SDEs with jump[J]. STOCHASTICS AND DYNAMICS,2005,5(4):609-619. |
| APA | Cao, GL,He, K,&Zhang, XC.(2005).Successive approximations of infinite dimensional SDEs with jump.STOCHASTICS AND DYNAMICS,5(4),609-619. |
| MLA | Cao, GL,et al."Successive approximations of infinite dimensional SDEs with jump".STOCHASTICS AND DYNAMICS 5.4(2005):609-619. |
入库方式： OAI收割
来源：数学与系统科学研究院
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