Author:
Ahmadova Arzu,Mahmudov Nazim I.
Abstract
AbstractIn this paper we prove that Picard iterations of BSDEs with globally Lipschitz continuous nonlinearities converge exponentially fast to the solution. Our main result in this paper is to establish a fundamental lemma to prove the global existence and uniqueness of an adapted solution to a singular backward stochastic nonlinear Volterra integral equation (for short, singular BSVIE) of order $$\alpha \in (\frac{1}{2},1)$$
α
∈
(
1
2
,
1
)
under a weaker condition than Lipschitz one in Hilbert space.
Funder
Universität Duisburg-Essen
Publisher
Springer Science and Business Media LLC
Cited by
1 articles.
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