Year: 2015
Type: preprint
Abstract: We introduce and study a new type of integral equations called anticipating backward stochastic Volterra integral equations (anticipating BSVIEs). In these equations the generator involves not only the present values but also the future values of the solutions. We obtain the existence and uniqueness theorem and a comparison theorem for the solutions to these anticipating BSVIEs.
Source: arXiv (Cornell University)
Authors: Wen, Jiaqiang, Shi, Yufeng
Institution: Shandong University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2574075776