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Stochastic Differential Equations of Pure-jumps in Relativistic Quantum Theory

โœ Scribed by Masao Nagasawa; Hiroshi Tanaka

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
383 KB
Volume
10
Category
Article
ISSN
0960-0779

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โœฆ Synopsis

The movement of relativistic quantum particles is described with pure!jump Markov processes in Nagasawa|s stochastic theory[ Markov processes of pure!jumps are characterized in terms of stochastic di}erential equations of pure!jumps[ The existence and uniqueness of solutions of stochastic di}erential equations of pure!jumps are shown under some regularity conditions[ Markov processes of pure!jumps are then constructed with the help of the Schro รƒ dinger representation "process#[

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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