| Autor: |
Wenxue Li, Ruihua Wu, Ke Wang |
| Jazyk: |
angličtina |
| Rok vydání: |
2014 |
| Předmět: |
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| Zdroj: |
Electronic Journal of Differential Equations, Vol 2014, Iss 178,, Pp 1-16 (2014) |
| Druh dokumentu: |
article |
| ISSN: |
1072-6691 |
| Popis: |
In this article, we study general backward stochastic Volterra integral equations (BSVIEs). Combining the contractive-mapping principle, step-by-step iteration method and mathematical induction, we establish the existence and uniqueness theorem of M-solution for the BSVIEs. This theorem could be applied directly to many models, for example, using the result to a kind of financial models provides a new and easy method to discuss the existence of dynamic risk measure. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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