| 题名 | Solvability of anticipated backward stochastic Volterra integral equations |
| 作者 | |
| 通讯作者 | Shi，Yufeng |
| 发表日期 | 2020
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| DOI | |
| 发表期刊 | |
| ISSN | 0167-7152
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| EISSN | 1879-2103
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| 卷号 | 156 |
| 摘要 | In this paper, we focus on a new class of equations called the anticipated backward stochastic Volterra integral equations (ABSVIEs, for short). In this class of equations, the generator involves not only the present information of the solution but also its future one. Under the Lipschitz condition, we obtain the existence and uniqueness of the adapted M-solutions. Meanwhile, a comparison theorem is also proved. |
| 关键词 | |
| 相关链接 | [Scopus记录] |
| 收录类别 | |
| 语种 | 英语
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| 学校署名 | 其他
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| 资助项目 | 111 Project, China[B12023]
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| WOS研究方向 | Mathematics
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| WOS类目 | Statistics & Probability
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| WOS记录号 | WOS:000493215800020
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| 出版者 | |
| Scopus记录号 | 2-s2.0-85072175791
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| 来源库 | Scopus
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| 引用统计 |
被引频次[WOS]：6
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| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/43739 |
| 专题 | 理学院_数学系 |
| 作者单位 | 1.Institute for Financial Studies and School of MathematicsShandong University,Shandong,Jinan,250100,China 2.Department of MathematicsSouthern University of Science and Technology,Guangdong,Shenzhen,518055,China |
| 第一作者单位 | 数学系 |
| 推荐引用方式 GB/T 7714 |
Wen，Jiaqiang,Shi，Yufeng. Solvability of anticipated backward stochastic Volterra integral equations[J]. STATISTICS & PROBABILITY LETTERS,2020,156.
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| APA |
Wen，Jiaqiang,&Shi，Yufeng.(2020).Solvability of anticipated backward stochastic Volterra integral equations.STATISTICS & PROBABILITY LETTERS,156.
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| MLA |
Wen，Jiaqiang,et al."Solvability of anticipated backward stochastic Volterra integral equations".STATISTICS & PROBABILITY LETTERS 156(2020).
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| 条目包含的文件 | ||||||
| 文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
| SPL.pdf（358KB） | -- | -- | 限制开放 | -- | ||
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