NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS

DOI10.1142/S0219493707002128zbMath1203.60094MaRDI QIDQ3502915

Xicheng Zhang, Zhidong Wang

Publication date: 20 May 2008

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493707002128

zbMATH Keywords

adapted solution; Bihari's inequality; non-Lipschitz; backward stochastic Volterra integral equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H20: Stochastic integral equations

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