局部Lipschitz条件下的倒向随机Volterra积分方程

J4 ›› 2011, Vol. 46 ›› Issue (7): 112-115.

局部Lipschitz条件下的倒向随机Volterra积分方程

王天啸

山东大学数学学院, 山东济南 250100

收稿日期:2010-05-17 出版日期:2011-07-20 发布日期:2011-09-08
作者简介:王天啸(1986- ),男,博士,研究方向为倒向随机微分方程,随机控制,金融数学. Email:xiaotian2008001@gmail.com
基金资助:
国家自然科学基金资助项目(10771122);山东省自然科学基金资助项目(Y2006A08); 国家基础研究计划(973计划)资助项目(2007CB814900)

Backward stochastic Volterra integral equation under local Lipschitz condition

WANG Tian-xiao

School of Mathematic, Shandong University, Jinan 250100, Shandong, China

Received:2010-05-17 Online:2011-07-20 Published:2011-09-08

摘要/Abstract

摘要：

研究了局部Lipschitz条件下的倒向随机Volterra积分方程,得到了关于M解、S解及适应解的惟一可解性。

关键词: 倒向随机Volterra积分方程;M解;S解;适应解;局部Lipschitz条件

Abstract:

The backward stochastic Volterra integral equations (BSVIEs for short) under local Lipschitz condition are studied. The unique solvability of solutions, such as the M-solutions, S-solutions, adapted solutions, is derived.

Key words: Backward stochastic Volterra integral equations; Msolutions; Ssolutions; adapted solutions; local Lipschitz condition

王天啸. 局部Lipschitz条件下的倒向随机Volterra积分方程[J]. J4, 2011, 46(7): 112-115.

WANG Tian-xiao. Backward stochastic Volterra integral equation under local Lipschitz condition[J]. J4, 2011, 46(7): 112-115.

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