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

Harouna Coulibaly,Auguste Aman

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

2019

Harouna Coulibaly
Auguste Aman

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

Keywords:

Lipschitz continuity
Applied mathematics
Volterra integral equation
Mathematics
Uniqueness
time delayed

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