Backward stochastic Volterra integral equations driven by a Levy process

摘要：

In this paper, we deal with a class of backward stochastic Volterra integral equations driven by Teugels martingales and an independent Brownian motion. We prove the existence and uniqueness of adapted solutions for those equations under Lipschitz condition via fixed theorem.

关键词： backward stochastic Volterra integral equation Teugels martingale Levy process

作者: Wen LV Cunxia LIU

作者单位: School of Mathematics Shandong University Jinan, China School of Mathematics and Information Science School of Mathematics and Information Science Yantai University Yantai, China

会议类型: 国际会议

会议名称: 2010 2nd International Conference on Education Technology and Computer(第二届IEEE教育技术与计算机国际会议 ICETC 2010)

会议地点: 上海

会议语种:英文

页码: 96-99

在线出版日期: 2010-06-22（万方平台首次上网日期，不代表论文的发表时间）