• DocumentCode
    3257632
  • Title

    Backward stochastic Volterra integral equations driven by a Lévy process

  • Author

    Wen Lv ; Liu, Cunxia

  • Author_Institution
    Sch. of Math., Shandong Univ., Jinan, China
  • Volume
    1
  • fYear
    2010
  • fDate
    22-24 June 2010
  • Abstract
    In this paper, we deal with a class of backward stochastic Volterra integral equations driven by Teugel´s martingales and an independent Brownian motion. We prove the existence and uniqueness of adapted solutions for those equations under Lipschitz condition via fixed theorem.
  • Keywords
    Volterra equations; Levy process; Lipschitz condition; Teugel martingales; backward stochastic Volterra integral equations; fixed theorem; independent Brownian motion; Computer science education; Differential equations; Educational technology; Information science; Integral equations; Mathematics; Optimal control; Pricing; Space technology; Stochastic processes; Lévy process; Teugel´s martingale; backward stochastic Volterra integral equation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Education Technology and Computer (ICETC), 2010 2nd International Conference on
  • Conference_Location
    Shanghai
  • Print_ISBN
    978-1-4244-6367-1
  • Type

    conf

  • DOI
    10.1109/ICETC.2010.5529291
  • Filename
    5529291
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3257632