Backward stochastic Volterra integral equations with jumps in a general filtration
Résumé
In this paper, we study backward stochastic Volterra integral equations introduced in [36] and extend the existence, uniqueness or comparison results for general filtration (not only Brownian-Poisson setting) and L p-data with p < 2. Moreover the time regularity of the solution is explored, which is also new in this jump setting.
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