论文标题

向后的随机Volterra积分方程在一般过滤中跳跃

Backward stochastic Volterra integral equations with jumps in a general filtration

论文作者

Popier, Alexandre

论文摘要

在本文中,我们研究了[26,45]中引入的向后随机Volterra积分方程,并扩展了一般过滤的存在,唯一性或比较结果,如[31](不仅是布朗尼 - 波桑设置)。我们还考虑LP-DATA并探索{phiss设置中解决方案的时间规律性,这在此跳跃设置中也是新的。

In this paper, we study backward stochastic Volterra integral equations introduced in [26, 45] and extend the existence, uniqueness or comparison results for general filtration as in [31] (not only Brownian-Poisson setting). We also consider Lp-data and explore the time regularity of the solution in the It{ô} setting, which is also new in this jump setting.

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