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Solvability of anticipated backward stochastic Volterra integral equations
- Source :
- Statistics & Probability Letters. 156:108599
- Publication Year :
- 2020
- Publisher :
- Elsevier BV, 2020.
-
Abstract
- In this paper, we focus on a new class of equations called the anticipated backward stochastic Volterra integral equations (ABSVIEs, for short). In this class of equations, the generator involves not only the present information of the solution but also its future one. Under the Lipschitz condition, we obtain the existence and uniqueness of the adapted M-solutions. Meanwhile, a comparison theorem is also proved.
- Subjects :
- Statistics and Probability
Comparison theorem
Class (set theory)
010102 general mathematics
Lipschitz continuity
01 natural sciences
Volterra integral equation
010104 statistics & probability
symbols.namesake
symbols
Applied mathematics
Uniqueness
0101 mathematics
Statistics, Probability and Uncertainty
Focus (optics)
Mathematics
Generator (mathematics)
Subjects
Details
- ISSN :
- 01677152
- Volume :
- 156
- Database :
- OpenAIRE
- Journal :
- Statistics & Probability Letters
- Accession number :
- edsair.doi...........6ead907ddb7f641d44236aacc9f2574b
- Full Text :
- https://doi.org/10.1016/j.spl.2019.108599