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- Title
L solutions of backward stochastic Volterra integral equations.
- Authors
Wang, Tian
- 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 (1 < p < 2), which extends the existing results on M-solutions. The unique solvability of adapted solutions of BSVIEs in L ( p > 1) is also considered, which also generalizes the results in the existing literature.
- Subjects
STOCHASTIC analysis; NUMERICAL solutions to Voterra equations; NUMERICAL solutions to integral equations; EXISTENCE theorems; LITERATURE reviews; MATHEMATICAL analysis
- Publication
Acta Mathematica Sinica, 2012, Vol 28, Issue 9, p1875
- ISSN
1439-8516
- Publication type
Article
- DOI
10.1007/s10114-012-9738-6