2008年3月
Stochastic differential equations with non-Lipschitz coefficients in Hilbert spaces
STOCHASTIC ANALYSIS AND APPLICATIONS
- 巻
- 26
- 号
- 2
- 開始ページ
- 408
- 終了ページ
- 433
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1080/07362990701420100
- 出版者・発行元
- TAYLOR & FRANCIS INC
In this article, we discuss the successive approximations problem for the solutions of the semilinear stochastic differential equations in Hilbert spaces with cylindrical Wiener processes under some conditions which are weaker than the Lipschitz one. We establish the existence and the uniqueness of the solution and additionally, in our framework we consider a limiting problem for the mild solution. It is shown that the mild solution tends to the solution of the stochastic differential equation of Ito type in finite dimensional space.
- リンク情報
- ID情報
-
- DOI : 10.1080/07362990701420100
- ISSN : 0736-2994
- Web of Science ID : WOS:000255205800014