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Backward Stochastic Volterra Integral Equations With Non-Lipschitz Time Delayed Generators

Author

Listed:
  • Harouna Coulibaly
  • Auguste Aman

Abstract

In this note, we derive existence and uniqueness results for backward stochastic Volterra integral equations with time delayed generators under non-Lipschitz condition.

Suggested Citation

  • Harouna Coulibaly & Auguste Aman, 2019. "Backward Stochastic Volterra Integral Equations With Non-Lipschitz Time Delayed Generators," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 11(3), pages 94-102, June.
    • Handle: RePEc:ibn:jmrjnl:v:11:y:2019:i:3:p:94
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    More about this item

    Keywords

    backward stochastic Volterra integral equation; time delayed generator; non-Lipschitz condition;
    All these keywords.

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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