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Adapted solution of a backward stochastic evolution equation with nonLipschitz coefficients

WANG Ying1 and HUANG Zhen2   

  1. 1. School of Math. and System Sci., Shandong Univ., Jinan 250100, Shandong, China;2. College of Information Science and Engineering, Shandong University of Science and Technology, Qindao 266510, Shandong, China
  • Received:2006-10-12 Revised:1900-01-01 Online:2006-10-24 Published:2006-10-24
  • Contact: WANG Ying

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Abstract: The backward stochastic evolution equation in Hilbert space is studied. Based on a nonLipschitz coefficients assumption, the existence and uniqueness of the global adapted solution is discussed.

Key words: existence and uniqueness , adapted solution, Backward stochastic evolution equation

CLC Number: 

  • O211.63
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