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Backward stochastic Volterra integral equations — a brief survey
基金项目:Supported in part by NSF Grant DMS-1007514
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.

关 键 词:Volterra积分方程  倒向随机微分方程  比较定理  l方程  适定性
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