Backward stochastic Volterra integral equations with jumps in a general filtration

DOI10.1051/ps/2021006zbMath1469.45018arXiv2002.06992OpenAlexW3123798732MaRDI QIDQ4990913

Alexandre Popier

Publication date: 1 June 2021

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.06992

zbMATH Keywords

jumpstime regularity\(L^p\)-solutiongeneral filtrationbackward Volterra integral equation

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (3)

Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations ⋮ Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures ⋮ A unified approach to well-posedness of type-I backward stochastic Volterra integral equations

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