论文标题
随机Volterra积分方程,具有跳跃和非Lipschitz系数
Stochastic Volterra integral equations with jumps and non-Lipschitz coefficients
论文作者
论文摘要
随机Volterra积分方程带有跳跃(SVIE)非常普遍,并且由于其与数学金融,生物学,工程等的联系,在许多科学分支中广泛使用。在本文中,我们应用了连续的近似方法来研究在非lipschitz条件下由布朗运动和补偿泊松随机测量驱动的SVIE的存在和唯一性。
Stochastic Volterra integral equations with jumps (SVIEs) have become very common and widely used in numerous branches of science, due to their connections with mathematical finance, biology, engineering and so on. In this paper, we apply the successive approximation method to investigate the existence and uniqueness of solutions to the SVIEs driven by Brownian motion and compensated Poisson random measure under non-Lipschitz condition.