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arXiv · 0912.2567

Lp solutions of backward stochastic Volterra integral equations

Tianxiao Wang
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Abstract

This paper is devoted to the unique solvability of backward stochastic Volterra integral equations (BSVIEs for short), in terms of both M-solution introduced in [15] and the adapted solutions in [6], [11]. We prove the existence and uniqueness of M-solutions of BSVIEs in Lp (1 1) is also considered, which also generalize the results in [6] and [11].

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Tianxiao Wang. 2009-12-14. Lp solutions of backward stochastic Volterra integral equations. https://arxiv.org/abs/0912.2567

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