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
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;
Conference_Titel :
Education Technology and Computer (ICETC), 2010 2nd International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-6367-1
DOI :
10.1109/ICETC.2010.5529291
