Backward stochastic Volterra integral equations with additive perturbations

The paper discusses a large class of stochastic Volterra integral equations whose coefficients additively depend on small perturbations. Their solutions are compared in the L-2-sense with the solutions of the appropriate unperturbed equations of the equal or simpler type. More precisely, we prove for an arbitrary eta > 0 that there exists an interval [(t) over bar(eta), T] subset of [0, T] on which the L-2-difference between the solutions of the perturbed and unperturbed equations is less than eta. (C) 2015 Elsevier Inc. All rights reserved.