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Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations

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...

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Detalhes bibliográficos
Main Authors: Wenxue Li, Ruihua Wu, Ke Wang
Formato: Artigo
Idioma:Inglês
Publicado em: Texas State University 2014-08-01
Colecção:Electronic Journal of Differential Equations
Assuntos:
Acesso em linha:http://ejde.math.txstate.edu/Volumes/2014/178/abstr.html
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