scientific article

zbMath1297.45014MaRDI QIDQ2877667

Ke Wang, Wenxue Li, Rui-Hua Wu

Publication date: 25 August 2014

Full work available at URL: http://www.emis.de/journals/EJDE/2014/178/abstr.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

existenceuniquenessdynamic risk measurefinancial modelbackward stochastic Volterra integral equationscontractive-mapping principlestep-by-step iteration method

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (1)

A unified approach to well-posedness of type-I backward stochastic Volterra integral equations

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