Stochastic Volterra integral equations with jumps and non-Lipschitz coefficients
Probability
2020-09-15 v1
Abstract
Stochastic Volterra integral equations with jumps (SVIEs) have become very common and widely used in numerous branches of science, due to their connections with mathematical finance, biology, engineering and so on. In this paper, we apply the successive approximation method to investigate the existence and uniqueness of solutions to the SVIEs driven by Brownian motion and compensated Poisson random measure under non-Lipschitz condition.
Keywords
Cite
@article{arxiv.2009.06449,
title = {Stochastic Volterra integral equations with jumps and non-Lipschitz coefficients},
author = {Anas Dheyab Khalaf and Xiangjun Wang},
journal= {arXiv preprint arXiv:2009.06449},
year = {2020}
}