EXISTENCE AND UNIQUENESS OF M-SOLUTIONS FOR BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS

被引：0
|
作者：
Li, Wenxue [1 ]
Wu, Ruihua [1 ]
Wang, Ke [1 ]
机构：
[1] Harbin Inst Technol Weihai, Dept Math, Weihai 264209, Peoples R China
来源：
ELECTRONIC JOURNAL OF DIFFERENTIAL EQUATIONS | 2014年
基金：
中国博士后科学基金;
关键词：
Backward stochastic Volterra integral equations; existence; uniqueness; dynamic risk measure; DIFFERENTIAL-EQUATIONS; COEFFICIENTS;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, we study general backward stochastic Volterra integral equations (BSVIEs). Combining the contractive-mapping principle, step-by-step iteration method and mathematical induction, we establish the existence and uniqueness theorem of M-solution for the BSVIEs. This theorem could be applied directly to many models, for example, using the result to a kind of financial models provides a new and easy method to discuss the existence of dynamic risk measure.
引用
收藏
页数：16
相关论文
共 50 条
12345