On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces |
| |
Authors: | Y Ren |
| |
Institution: | (1) Mathematics Institute, University of Warwick, Coventry, CV4 7AL, UK;(2) Mathematical Sciences, Loughborough University, Loughborough, LE11 3TU, UK |
| |
Abstract: | This paper studies the existence, uniqueness and stability of the adapted solutions to backward stochastic Volterra integral
equations (BSVIEs) driven by a cylindrical Brownian motion on a separable Hilbert space and a Poisson random measure with
non-Lipschitz coefficient. Moreover, a duality principle between the linear forward stochastic Volterra integral equations
(FSVIEs) with jumps and the linear BSVIEs with jumps is established. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|