Backward stochastic Volterra integral equations with jumps in a general filtration
Keyword(s):
In this paper, we study backward stochastic Volterra integral equations introduced in the papers of Lin 2002 and of Yong in 2006 and extend the existence, uniqueness or comparison results for general filtration as in Papapantoleon et al. (not only Brownian-Poisson setting). We also consider $L^p$-data and explore the time regularity of the solution, which is also new in this jump setting.
2012 ◽
Vol 04
(02)
◽
pp. 246-256
◽
2011 ◽
Vol 235
(14)
◽
pp. 4283-4301
◽
Keyword(s):
2020 ◽
Vol 28
(3)
◽
pp. 209-216