On solutions of backward stochastic differential equations with jumps in Hilbert space. I (Q2750973)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On solutions of backward stochastic differential equations with jumps in Hilbert space. I |
scientific article; zbMATH DE number 1663217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On solutions of backward stochastic differential equations with jumps in Hilbert space. I |
scientific article; zbMATH DE number 1663217 |
Statements
21 October 2001
0 references
backward stochastic differential equation with jumps
0 references
Itô's formula
0 references
adapted solutions
0 references
Lipschitz condition
0 references
unbounded coefficients
0 references
On solutions of backward stochastic differential equations with jumps in Hilbert space. I (English)
0 references
