Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications

Details Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications Symmetrical Solutions of Backward Stochastic Volterra Integral Equations and Their Applications

2009-10-29

arxiv.org/abs/0910.5580v2

Mathematics

Probability

28 pages

Scientific paper

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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