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 |
| 卷 | 7 |
| 期 | 4 |
| DOI | |
| 出版状态 | 已出版 - 12月 2007 |
| 已对外发布 | 是 |
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