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Backward stochastic Volterra integral equations with jumps in a general filtration

Published 17 Feb 2020 in math.PR | (2002.06992v1)

Abstract: 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. We also consider Lp-data and explore the time regularity of the solution in the It{^o} setting, which is also new in this jump setting.

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