Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations (Q2877667)

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scientific article; zbMATH DE number 6334019
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Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations
scientific article; zbMATH DE number 6334019

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    25 August 2014
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    backward stochastic Volterra integral equations
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    existence
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    uniqueness
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    dynamic risk measure
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    contractive-mapping principle
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    step-by-step iteration method
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    financial model
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    Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations (English)
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