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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, Y
Abstract 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 Applications

Volume

144

Pagination

319-333

ISSN

0022-3239

Department/School

School of Natural Sciences

Publisher

Kluwer Academic/Plenum Publ

Place of publication

233 Spring St, New York, USA, Ny, 10013

Rights statement

The original publication is available at www.springerlink.com

Repository Status

  • Restricted

Socio-economic Objectives

Expanding knowledge in the mathematical sciences

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