Backward stochastic Volterra integral equations——a brief survey

作     者：YONG Jiong-min 

作者机构：School of Mathematical Sciences Fudan University Department of Mathematics University of Central FloridaOrlando FL 32816 USA 

出 版 物：《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报（英文版）（B辑）)

年 卷 期：2013年第28卷第4期

页      面：383-394页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported in part by NSF Grant DMS-1007514 

主　　题：backward stochastic diff erential equation backward stochastic Volterra integral equation M-solution comparison theorem 

摘      要：In this paper, we present a brief survey on the updated theory of backward stochas-tic Volterra integral equations （BSVIEs, for short）. BSVIEs are a natural generalization of backward stochastic diff erential equations （BSDEs, for short）. Some interesting motivations of studying BSVIEs are recalled. With proper solution concepts, it is possible to establish the corresponding well-posedness for BSVIEs. We also survey various comparison theorems for solutions to BSVIEs.