On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients.

DOI10.1215/kjm/1250283851zbMath1037.60060OpenAlexW1602818694MaRDI QIDQ1411713

Nicolas Lerner, Ying Hu

Publication date: 15 December 2003

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250283851

zbMATH Keywords

mild solutionbackward stochastic differential equationinfinitesimal generatornon-Lipschitzintegral-Lipschitzstochastic differential equation in infinite dimension

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (8)

Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator ⋮ BSDEs driven by time-changed Lévy noises with non-Lipschitz generators ⋮ Anticipated backward stochastic differential equations with non-Lipschitz coefficients ⋮ On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients ⋮ Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition ⋮ Abstract semilinear stochastic Itô-Volterra integrodifferential equations ⋮ Anticipated Backward Stochastic Differential Equation with Reflection ⋮ ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS

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