On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces

被引：0

作者：

Y. Ren

机构：

[1] University of Tasmania,School of Mathematics

来源：

Journal of Optimization Theory and Applications | 2010年 / 144卷

关键词：

Backward stochastic Volterra integral equation; Adapted M-solution; Poisson point process; Duality principle;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper studies the existence, uniqueness and stability of the adapted solutions to backward stochastic Volterra integral equations (BSVIEs) driven by a cylindrical Brownian motion on a separable Hilbert space and a Poisson random measure with non-Lipschitz coefficient. Moreover, a duality principle between the linear forward stochastic Volterra integral equations (FSVIEs) with jumps and the linear BSVIEs with jumps is established.

引用

页码：319 / 333

页数：14

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