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
收藏
页码：1875 / 1882
页数：8
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