Backward Stochastic Volterra integral equations driven by G-Brownian motion

Bingru Zhao; Mingshang Hu

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arXiv · 2512.23346

Backward Stochastic Volterra integral equations driven by G-Brownian motion

Bingru Zhao·Mingshang Hu

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Abstract

In this paper, we study the Backward stochastic Volterra integral equation driven by G-Brownian motion (G-BSVIE). By adopting a different backward iteration method, we construct the approximating sequences on each local interval. With the help of G-stochastic analysis techniques and the monotone convergence theorem, the existence, uniqueness, and continuity of the solution over the entire interval are established. Moreover, we derive the comparison theorem.

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Bingru Zhao, Mingshang Hu. 2025-12-29. Backward Stochastic Volterra integral equations driven by G-Brownian motion. https://arxiv.org/abs/2512.23346

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