Symmetrical solutions of backward stochastic Volterra integral equations and their applications | Zendy

Tianxiao Wang | Zendy; Yufeng Shi | Zendy

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Symmetrical solutions of backward stochastic Volterra integral equations and their applications

Author(s) -

Tianxiao Wang,

Yufeng Shi

Publication year - 2010

Publication title -

discrete and continuous dynamical systems - b

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.864

H-Index - 53

eISSN - 1553-524X

pISSN - 1531-3492

DOI - 10.3934/dcdsb.2010.14.251

Subject(s) - volterra integral equation , class (philosophy) , integral equation , mathematics , volterra equations , stratonovich integral , dynamic equation , computer science , mathematical analysis , nonlinear system , physics , fourier integral operator , riemann integral , artificial intelligence , quantum mechanics

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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