Backward Stochastic Volterra integral equations driven by G-Brownian motion
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866918265321684992 |
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| author | Zhao, Bingru Hu, Mingshang |
| author_facet | Zhao, Bingru Hu, Mingshang |
| contents | In this paper, we study the Backward stochastic Volterra integral equation driven by G-Brownian motion (G-BSVIE). By adopting a different backward iteration method, we construct the approximating sequences on each local interval. With the help of G-stochastic analysis techniques and the monotone convergence theorem, the existence, uniqueness, and continuity of the solution over the entire interval are established. Moreover, we derive the comparison theorem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_23346 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Backward Stochastic Volterra integral equations driven by G-Brownian motion Zhao, Bingru Hu, Mingshang Probability In this paper, we study the Backward stochastic Volterra integral equation driven by G-Brownian motion (G-BSVIE). By adopting a different backward iteration method, we construct the approximating sequences on each local interval. With the help of G-stochastic analysis techniques and the monotone convergence theorem, the existence, uniqueness, and continuity of the solution over the entire interval are established. Moreover, we derive the comparison theorem. |
| title | Backward Stochastic Volterra integral equations driven by G-Brownian motion |
| topic | Probability |
| url | https://arxiv.org/abs/2512.23346 |