Title

Backward Stochastic Volterra Integral Equations - A Brief Survey

Keywords

backward stochastic differential equation; backward stochastic Volterra integral equation; comparison theorem; Msolution

Abstract

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. © 2013 Editorial Committee of Applied Mathematics-A Journal of Chinese Universities and Springer-Verlag Berlin Heidelberg.

Publication Date

12-1-2013

Publication Title

Applied Mathematics

Volume

28

Issue

4

Number of Pages

383-394

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1007/s11766-013-3189-4

Socpus ID

84890486967 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/84890486967

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