Acta mathematica scientia,Series A ›› 2003, Vol. 23 ›› Issue (4): 485-493.

• Articles • Previous Articles     Next Articles

Adapted Solution of a Backward Semilinear Stochastic Evolution Equation with Non Lipschitz Coefficients

 ZHOU Shao-Fu, CAO Xiao-Yong   

  1. 华中科技大学经济学院 湖北武汉 430074
  • Online:2003-08-25 Published:2003-08-25
  • Supported by:

    国家自然科学基金资助项目(70071011)

Abstract:

In this paper, the authors shall study the following infi nitedemensional space's backward semilinear stochastic evolution equation x(t)+∫TteA(s-t)f(s,x(s),y(s))ds+∫Tte A(s-t )(g(s,x(s))+y(s))dw(s)=eA(T-t)X,The authors establish a new theorem on the existence and uniqueness of the ada pted solution of it under a weaker condition than the Lipschitz one.

 

Key words: Backward semilinear stochastie equation, Adapted solu tion , Yamada condition, Biharis inequality

CLC Number: 

  • 60H25
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