Non-lipschitz backward stochastic volterra type equations with jumps

Zhidong Wang*, Xicheng Zhang

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

31 引用 (Scopus)

摘要

In this paper, we prove the existence and uniqueness of solution for the backward stochastic Volterra integral equation with non-Lipschitz coefficients and driven by Brownian motion and jump process. Moreover, when the equation is driven only by Brownian motion, we also study the continuity of the solution with respect to the time.

源语言英语
页(从-至)479-496
页数18
期刊Stochastics and Dynamics
7
4
DOI
出版状态已出版 - 12月 2007
已对外发布

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