L^p Solutions of Backward Stochastic Volterra Integral Equations  

作　　者：Tian Xiao WANG 

机构地区：[1]School of Mathematics,Shandong University

出　　处：《Acta Mathematica Sinica,English Series》2012年第9期1875-1882,共8页数学学报（英文版）

基　　金：Supported in part by National Natural Science Foundation of China (Grant Nos. 10771122 and 11071145);Natural Science Foundation of Shandong Province of China (Grant No. Y2006A08);Foundation for Innovative Research Groups of National Natural Science Foundation of China (Grant No. 10921101);National Basic Research Program of China (973 Program, Grant No. 2007CB814900);Independent Innovation Foundation of Shandong University (Grant No. 2010JQ010);Graduate Independent Innovation Foundation of Shandong University (GIIFSDU)

摘　　要：This paper is devoted to the unique solvability of backward stochastic Volterra integral equations （BSVIEs, for short）, in terms of both M-solution and the adapted solutions. We prove the existence and uniqueness of M-solutions of BSVIEs in Lp （1 〈 p 〈 2）, which extends the existing results on M-solutions. The unique solvability of adapted solutions of BSVIEs in Lp （p 〉 1） is also considered, which also generalizes the results in the existing literature.This paper is devoted to the unique solvability of backward stochastic Volterra integral equations （BSVIEs, for short）, in terms of both M-solution and the adapted solutions. We prove the existence and uniqueness of M-solutions of BSVIEs in Lp （1 〈 p 〈 2）, which extends the existing results on M-solutions. The unique solvability of adapted solutions of BSVIEs in Lp （p 〉 1） is also considered, which also generalizes the results in the existing literature.

关 键 词：Backward stochastic Volterra integral equations M-solutions Lp solutions adapted solutions 

分 类 号：O211.63[理学—概率论与数理统计]