Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps

Guilan Cao and Kai He

Stochastic Processes and their Applications, 2007, vol. 117, issue 9, 1251-1264

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: Successive; approximation; BSEE; Non-Lipschitzian; coefficient; Mild; solution; Existence; Uniqueness; Cylindrical; Brownian; motion; Poisson; point; process (search for similar items in EconPapers)
Date: 2007
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