SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

DOI10.1142/S0219493705001584zbMath1082.60048OpenAlexW1965734271MaRDI QIDQ5711114

Xicheng Zhang, Kai He, Guilan Cao

Publication date: 9 December 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493705001584

zbMATH Keywords

stochastic differential equationsexistence and uniquenessPoisson point processnon-Markovian

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

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