On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems

We introduce a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We prove existence and uniqueness by a fixed point argument and derive a comparison result. Moreover, we show how the solution of our problem is related to a time-inconsistent optimal stopping problem and derive an optimal strategy. (C) 2021 The Authors. Published by Elsevier B.V.