BACKWARD STOCHASTIC NONLINEAR VOLTERRA INTEGRAL
EQUATIONS WITH LOCAL LIPSCHITZ DRIFT
Auguste Aman
Modeste N’Zi
Abstract: In this paper, we study backward stochastic nonlinear Volterra integral
equations. Under a local Lipschitz continuity condition on the drift, we prove the
existence and uniqueness result. We also establish a stability property for this kind of
equations.
2000 AMS Mathematics Subject Classification: 60H20, 60H05.
Key words and phrases: Backward stochastic differential equation, Volterra integral
equation, adapted process.