On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces

Ren Y

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On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces

机译：Hilbert空间中带跳的倒向随机Volterra积分方程的解

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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.

机译：本文研究了可分离的希尔伯特空间上的圆柱布朗运动和具有非Lipschitz系数的泊松随机测度驱动的后向随机Volterra积分方程（BSVIE）的自适应解的存在性，唯一性和稳定性。此外，建立了带有跳跃的线性前向随机Volterra积分方程（FSVIE）与带有跳跃的线性BSVIE之间的对偶原理。

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来源
《Journal of Optimization Theory and Applications》 |2010年第2期|共15页
作者
Ren Y;
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正文语种 eng
中图分类应用数学;
关键词
Backward stochastic Volterra integral equation; Adapted M-solution; Poisson point process; Duality principle;

机译：后向随机Volterra积分方程;自适应M解;泊松点过程;对偶原理;

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1. On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces [J] . Ren Y Journal of Optimization Theory and Applications . 2010,第2期

机译：Hilbert空间中带跳的倒向随机Volterra积分方程的解
2. Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces [J] . VO V. ANH, WILFRIED GRECKSCH, JIONGMIN YONG Stochastic Analysis and Applications . 2011,第1期

机译：Hilbert空间中后向随机Volterra积分方程的正则性
3. Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces [J] . Vo V. Anha* Wilfried Greckschb Jiongmin Yongc Stochastic Analysis and Applications . 2010,第1期

机译：Hilbert空间中倒向随机Volterra积分方程的正则性
4. Numerical solution of stochastic mixed Volterra-Fredholm integral equations driven by space-time Brownian motion via two-dimensional block pulse functions [C] . Farkhondeh Hosseini Shekarabi, Tayebeh Damercheli International Conference on Analysis and Applied Mathematics . 2018

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5. Me, Myself and I: Time-Inconsistent Stochastic Control, Contract Theory and Backward Stochastic Volterra Integral Equations [D] . Hernandez Ramirez, Miguel Camilo. 2021

机译：我，我自己和我：时间不一致的随机控制，合同理论和落后的随机Volterra积分方程
6. Efficient numerical technique for solution of delay Volterra-Fredholm integral equations using Haar wavelet [O] . Rohul Amin, Kamal Shah, Muhammad Asif, 2020

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7. Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle [O] . Ludger Overbeck, Jasmin A. L. Röder 2018

机译：具有跳跃，可分性和二元性原理的路径依赖性向后转速Volterra积分方程

On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces

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