Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations (Q2877667)
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scientific article; zbMATH DE number 6334019
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| English | Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations |
scientific article; zbMATH DE number 6334019 |
Statements
25 August 2014
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backward stochastic Volterra integral equations
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existence
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uniqueness
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dynamic risk measure
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contractive-mapping principle
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step-by-step iteration method
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financial model
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Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations (English)
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0.8889371156692505
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0.8880274295806885
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0.8841685652732849
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0.8606932759284973
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0.8416383862495422
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