NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS
NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS
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DOI：
10.1142/s0219493707002128
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发表时间：
2007-12
影响因子：
1.1
通讯作者：
Zhidong Wang;Xicheng Zhang
中科院分区：
文献类型：
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作者：
Zhidong Wang;Xicheng Zhang
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.
