Backward stochastic Volterra integral equations - a brief survey
Abbreviated Journal Title
Appl. Math.-J. Chin. Univ. Ser. B
backward stochastic differential equation; backward stochastic Volterra; integral equation; M-solution; comparison theorem; L-P SOLUTIONS; DIFFERENTIAL-EQUATIONS; ADAPTED SOLUTION; COEFFICIENTS; REGULARITY; Mathematics, Applied
In this paper, we present a brief survey on the updated theory of backward stochastic Volterra integral equations (BSVIEs, for short). BSVIEs are a natural generalization of backward stochastic differential equations (BSDEs, for short). Some interesting motivations of studying BSVIEs are recalled. With proper solution concepts, it is possible to establish the corresponding well-posedness for BSVIEs. We also survey various comparison theorems for solutions to BSVIEs.
Applied Mathematics-a Journal of Chinese Universities Series B
"Backward stochastic Volterra integral equations - a brief survey" (2013). Faculty Bibliography 2010s. 4897.