On solutions to stochastic differential equations with discontinuous drift in Hilbert space
โ Scribed by Gottlieb Leha; Gunter Ritter
- Publisher
- Springer
- Year
- 1985
- Tongue
- English
- Weight
- 639 KB
- Volume
- 270
- Category
- Article
- ISSN
- 0025-5831
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
In this paper we shall consider the existence, uniqueness, and asymptotic behavior of mild solutions to stochastic partial functional differential equations with finite delay r > 0: dX(t)=[ -AX(t)+f(t, X t )] dt+g(t, X t ) dW(t), where we assume that -A is a closed, densely defined linear operator a