Backward stochastic Volterra integral equations with jumps in a general filtration - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2020

Backward stochastic Volterra integral equations with jumps in a general filtration

Alexandre Popier

Résumé

In this paper, we study backward stochastic Volterra integral equations introduced in [26, 45] and extend the existence, uniqueness or comparison results for general filtration as in [31] (not only Brownian-Poisson setting). We also consider Lp-data and explore the time regularity of the solution in the Itô setting, which is also new in this jump setting.
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Dates et versions

hal-02146381 , version 1 (03-06-2019)
hal-02146381 , version 2 (13-02-2020)

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Alexandre Popier. Backward stochastic Volterra integral equations with jumps in a general filtration. 2020. ⟨hal-02146381v2⟩

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