BACKWARD DOUBLY STOCHASTIC INTEGRAL EQUATIONS OF THE VOLTERRA TYPE

Jean Marc Owo (1)

1 LMAI - Laboratoire de Mathématiques Appliquées et Informatique

In this paper, we study backward doubly stochastic integral equations of the Volterra type ( BDSIEVs in short). Under uniform Lipschitz assumptions, we establish an existence and uniqueness result.

Mots clés: Volterra integrals; backward stochastic integral; backward doubly stochastic Volterra integral equations.; backward doubly stochastic Volterra integral equations

Domaines: Probabilités [math.PR]

Jean Marc Owo. BACKWARD DOUBLY STOCHASTIC INTEGRAL EQUATIONS OF THE VOLTERRA TYPE. 2009. ⟨hal-00413703v3⟩