On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control

Rong Situ، نويسنده ,

فصلنامه با شماره پیاپی سال 2002

10

279

288

Backward stochastic di!erential equation with jumps , K-valued Brownian motion process , Adapted solution , Non-Lipschitzian condition , Stochastic control

Statistics and Probability Letters

2002

Statistics and Probability Letters

139964