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A study of a class of stochastic differential equations with non-Lipschitzian coefficients

โœ Scribed by Shizan Fang; Tusheng Zhang


Publisher
Springer
Year
2005
Tongue
English
Weight
283 KB
Volume
132
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES


On solutions of backward stochastic diff
โœ Rong Situ ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 141 KB

Existence and uniqueness is established for solutions to backward stochastic di erential equations with jumps and non-Lipschitzian coe cients in Hilbert space. The results are used to solve some special types of optimal stochastic control problems with respect to certain BSDEs with jumps in Hilbert