SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS

DOI10.4134/JKMS.2012.49.6.1301zbMath1278.60097arXiv1001.3557OpenAlexW1994005646MaRDI QIDQ4917345

Tian Xiao Wang, Yu-feng Shi

Publication date: 29 April 2013

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.3557

zbMATH Keywords

adapted solutionsnon-Lipschitz conditionsbackward stochastic Volterra integral equationsstochastic Lipschitz coefficientsadapted M-solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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