SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
نویسندگان
چکیده
منابع مشابه
Mean-Field Backward Stochastic Volterra Integral Equations
Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and studied. Well-posedness of MF-BSVIEs in the sense of introduced adapted Msolutions is established. Two duality principles between linear mean-field (forward) stochastic Volterra integral equations (MF-FSVIEs, for short) and MF-BSVIEs are obtained. Several comparison theorems for MF-FSVIEs and MF...
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s of IWANASP, September 10 – 12, 2008, Ericeira, Portugal GENERAL LINEAR METHODS FOR VOLTERRA INTEGRAL EQUATIONS ZDZISÃlAW JACKIEWICZ Departament of Mathematics, Arizona State University Tempe, Arizona 85287, USA E-mail: [email protected] We investigate the class of general linear methods of order p and stage order q = p for the numerical solution of Volterra integral equations of the se...
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In this article, we study general backward stochastic Volterra integral equations (BSVIEs). Combining the contractive-mapping principle, stepby-step iteration method and mathematical induction, we establish the existence and uniqueness theorem of M-solution for the BSVIEs. This theorem could be applied directly to many models, for example, using the result to a kind of financial models provides...
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ژورنال
عنوان ژورنال: Journal of the Korean Mathematical Society
سال: 2012
ISSN: 0304-9914
DOI: 10.4134/jkms.2012.49.6.1301