Backward Doubly Stochastic Integral Equations of the Volterra Type and Some Related Problems
Jasmina Đorđević
Communications in Mathematics and Statistics ›› 2023, Vol. 13 ›› Issue (3) : 789 -811.
Backward Doubly Stochastic Integral Equations of the Volterra Type and Some Related Problems
Backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short) are observed in this paper. Existence of M-solution established under functional Lipschitz assumptions. Duality principle between linear BDSIEVs and (forward) stochastic Volterra integral equations is obtained. Using duality principle, the comparison theorem for the adapted solutions of BDSIEVs is proven.
Backward doubly stochastic Volterra integral equations / Adapted solutions / Duality principle / Comparison theorem / Mathematical Sciences / Statistics
School of Mathematical Sciences, University of Science and Technology of China and Springer-Verlag GmbH Germany, part of Springer Nature
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