L~p Solutions of Backward Stochastic Volterra Integral Equations

被引：0

作者：

Tian Xiao WANG ^{[1
]}

机构：

[1] School of Mathematics, Shandong University

来源：

Acta Mathematica Sinica,English Series | 2012年 / 09期

基金：

中国国家自然科学基金;

关键词：

Backward stochastic Volterra integral equations; M-solutions; Lp solutions; adapted solutions;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper is devoted to the unique solvability of backward stochastic Volterra integral equations (BSVIEs, for short), in terms of both M-solution and the adapted solutions. We prove the existence and uniqueness of M-solutions of BSVIEs in Lp (1 < p < 2), which extends the existing results on M-solutions. The unique solvability of adapted solutions of BSVIEs in Lp (p > 1) is also considered, which also generalizes the results in the existing literature.

引用

页码：1875 / 1882

页数：8

共 49 条

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