L p solutions of backward stochastic Volterra integral equations |
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Authors: | Tian Xiao Wang |
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Affiliation: | 1. School of Mathematics, Shandong University, Ji’nan, 250100, P. R. China
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Abstract: | This paper is devoted to the unique solvability of backward stochastic Volterra integral equations (BSVIEs, for short), in terms of both M-solution and the adapted solutions. We prove the existence and uniqueness of M-solutions of BSVIEs in L p (1 < p < 2), which extends the existing results on M-solutions. The unique solvability of adapted solutions of BSVIEs in L p (p > 1) is also considered, which also generalizes the results in the existing literature. |
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Keywords: | Backward stochastic Volterra integral equations M-solutions Lp solutions adapted solutions |
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