File(s) under permanent embargo
On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces
journal contribution
posted on 2023-05-17, 03:12 authored by Ren, YAbstract 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.
History
Publication title
Journal of Optimization Theory and ApplicationsVolume
144Pagination
319-333ISSN
0022-3239Department/School
School of Natural SciencesPublisher
Kluwer Academic/Plenum PublPlace of publication
233 Spring St, New York, USA, Ny, 10013Rights statement
The original publication is available at www.springerlink.comRepository Status
- Restricted