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Stability of limit measures induced by stochastic differential equations on Hilbert space

โœ Scribed by N.U. Ahmed


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
482 KB
Volume
22
Category
Article
ISSN
0898-1221

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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