Article ID Journal Published Year Pages File Type
10678283 Applied Mathematics Letters 2013 6 Pages PDF
Abstract
In this paper, under some restrictions of the time interval, we compare a class of backward stochastic Volterra integral equations with the corresponding simpler one; to be precise, we give the relations between their solutions under global and local Lipschitz conditions on their generator functions. Using these relations, it could be easier to study solutions of more complex equations, where coefficients in backward integrals could be treated as perturbations.
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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