Shengjun Fan

affiliation not provided to SSRN

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Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations

Number of pages: 46 Posted: 03 Sep 2024
Shengjun Fan, Tianxiao Wang and Jiongmin Yong
affiliation not provided to SSRN, Sichuan University - School of Mathematics and University of Central Florida
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Abstract:

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Backward stochastic Volterra integral equations, multi-dimensional systems, unbounded free terms, diagonally quadratic generator, sub-quadratic growth.