Backward stochastic Volterra integral equations with additive perturbations

Jasmina Djordjević and Svetlana Janković

Applied Mathematics and Computation, 2015, vol. 265, issue C, 903-910

Abstract: The paper discusses a large class of stochastic Volterra integral equations whose coefficients additively depend on small perturbations. Their solutions are compared in the L2-sense with the solutions of the appropriate unperturbed equations of the equal or simpler type. More precisely, we prove for an arbitrary η > 0 that there exists an interval [t¯(η),T]⊂[0,T] on which the L2-difference between the solutions of the perturbed and unperturbed equations is less than η.

Keywords: Backward stochastic Volterra integral equations; Perturbations; L2-closeness (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:265:y:2015:i:c:p:903-910

DOI: 10.1016/j.amc.2015.05.077

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