Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10678283 | Applied Mathematics Letters | 2013 | 6 Pages |
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
Jasmina DjordjeviÄ, Svetlana JankoviÄ,