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

zbMATH Open1297.45014MaRDI QIDQ2877667FDOQ2877667

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)

Cited In (5)

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

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