Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations

Jiaqiang Wen; Yufeng Shi

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arXiv · 1909.04292

Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations

Jiaqiang Wen·Yufeng Shi

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Abstract

This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for BDSVIEs. And the existence and uniqueness theorem for BDSVIEs in the sense of SM-solutions is established.

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Jiaqiang Wen, Yufeng Shi. 2019-09-10. Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations. https://arxiv.org/abs/1909.04292

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