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On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces

โœ Scribed by Y. Ren


Publisher
Springer
Year
2009
Tongue
English
Weight
369 KB
Volume
144
Category
Article
ISSN
0022-3239

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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