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

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Backward stochastic Volterra integral equation under local Lipschitz condition

WANG Tian-xiao   

  1. School of Mathematic, Shandong University, Jinan 250100, Shandong, China
  • Received:2010-05-17 Online:2011-07-20 Published:2011-09-08

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

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