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arxiv: 1503.06427 · v3 · pith:ILUZUR65new · submitted 2015-03-22 · 🧮 math.PR

Anticipating backward stochastic Volterra integral equations

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keywords anticipatingequationsintegralbackwardbsviessolutionsstochastictheorem
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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.

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