Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (1909.04292v1)

Published 10 Sep 2019 in math.PR

Abstract: This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for BDSVIEs. And the existence and uniqueness theorem for BDSVIEs in the sense of SM-solutions is established.

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