Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations

MaRDI QIDQ2877667zbMATHFDO

Authors Wenxue Li, Ke Wang, Ruihua Wu

Publication date 25 August 2014

Published in Electronic Journal of Differential Equations (EJDE) (Search for Journal in Brave)

Full work available at URL http://www.emis.de/journals/EJDE/2014/178/abstr.html

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zbMATH Keywords

dynamic risk measureexistenceuniquenessfinancial modelbackward stochastic Volterra integral equationscontractive-mapping principlestep-by-step iteration method

Mathematics Subject Classification ID

Volterra integral equations (45D05) Other nonlinear integral equations (45G10) Random integral equations (45R05) Stochastic integral equations (60H20)

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Cited in

(6)

• A unified approach to well-posedness of type-I backward stochastic Volterra integral equations
• Backward stochastic Volterra integral equations with general martingales
• Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations
• SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
• Symmetrical solutions of backward stochastic Volterra integral equations and their applications
• \(L^p\) solutions of backward stochastic Volterra integral equations

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