Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
Probability
2019-09-11 v1
Abstract
This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for BDSVIEs. And the existence and uniqueness theorem for BDSVIEs in the sense of SM-solutions is established.
Keywords
Cite
@article{arxiv.1909.04292,
title = {Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations},
author = {Jiaqiang Wen and Yufeng Shi},
journal= {arXiv preprint arXiv:1909.04292},
year = {2019}
}
Comments
Accept by Computers and Mathematics with Applications