• Title of article

    On a class of backward stochastic Volterra integral equations

  • Author/Authors

    Djordjevi?، نويسنده , , Jasmina and Jankovi?، نويسنده , , Svetlana، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    6
  • From page
    1192
  • To page
    1197
  • Abstract
    In this paper, under some restrictions of the time interval, we compare a class of backward stochastic Volterra integral equations with the corresponding simpler one; to be precise, we give the relations between their solutions under global and local Lipschitz conditions on their generator functions. Using these relations, it could be easier to study solutions of more complex equations, where coefficients in backward integrals could be treated as perturbations.
  • Keywords
    Relations between solutions , Existence and uniqueness of solutions , Backward stochastic Volterra integral equations
  • Journal title
    Applied Mathematics Letters
  • Serial Year
    2013
  • Journal title
    Applied Mathematics Letters
  • Record number

    1529106