Adapted Solutions of Backward Stochastic Evolution Equations with Jumps on Hilbert Space
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Adapted Solutions of Backward Stochastic Evolution Equations with Jumps on Hilbert Space
Acta Scientiarum Naturalium Universitatis SunYatseniVol. 40, Issue 1, Pages: 1-5(2001)
作者机构:
1. 中山大学数学系
2. 中山大学数学系,广东,广州,510275
3. ,广东,广州,510275
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Published:2001,
Published Online:25 January 2001,
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SITU Rong, XU Huan-yao. Adapted Solutions of Backward Stochastic Evolution Equations with Jumps on Hilbert Space. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 40(1):1-5(2001)
DOI:
SITU Rong, XU Huan-yao. Adapted Solutions of Backward Stochastic Evolution Equations with Jumps on Hilbert Space. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 40(1):1-5(2001)DOI:
Adapted Solutions of Backward Stochastic Evolution Equations with Jumps on Hilbert Space
The martingale representation theorem is obtained for the cylindrical Brownian Motion and Poisson mar-tingale measure on Hubert spaces. Then the existence and uniqueness of adapted solutions of some backward stochastic evolution equations with jumps on Hilbert spaces are proved in the cases of operator semi-groups and oper-ator groups with weaker conditions respectively. Some useful estimates are also obtined.