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
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
Journal title :
Applied Mathematics Letters