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arXiv · 0910.5580

Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications

Tianxiao Wang·Yufeng Shi
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Abstract

Backward stochastic Volterra integral equations (BSVIEs in short) are studied. We introduce the notion of adapted symmetrical solutions (S-solutions in short), which are different from the M-solutions introduced by Yong [17]. We also give some new results for them. At last a class of dynamic coherent risk measures were derived via certain BSVIEs.

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Tianxiao Wang, Yufeng Shi. 2010-05-28. Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications. https://arxiv.org/abs/0910.5580

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