Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations

Existence and Uniqueness of M-solutions for Backward Stochastic Volterra Integral Equations

In this article, we study general backward stochastic Volterra integral equations (BSVIEs). Combining the contractive-mapping principle, stepby-step iteration method and mathematical induction, we establish the existence and uniqueness theorem of M-solution for the BSVIEs. This theorem could be applied directly to many models, for example, using the result to a kind of financial models provides...

Mean-Field Backward Stochastic Volterra Integral Equations

Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and studied. Well-posedness of MF-BSVIEs in the sense of introduced adapted Msolutions is established. Two duality principles between linear mean-field (forward) stochastic Volterra integral equations (MF-FSVIEs, for short) and MF-BSVIEs are obtained. Several comparison theorems for MF-FSVIEs and MF...

Convolution spline approximations of Volterra integral equations

We derive a new “convolution spline” approximation method for convolution Volterra integral equations. This shares some properties of convolution quadrature, but instead of being based on an underlying ODE solver is explicitly constructed in terms of basis functions which have compact support. At time step tn = nh > 0, the solution is approximated in a “backward time” manner in terms of basis f...

Solutions for Singular Volterra Integral Equations

0 gi(t, s)[Pi(s, u1(s), u2(s), · · · , un(s)) + Qi(s, u1(s), u2(s), · · · , un(s))]ds, t ∈ [0, T ], 1 ≤ i ≤ n where T > 0 is fixed and the nonlinearities Pi(t, u1, u2, · · · , un) can be singular at t = 0 and uj = 0 where j ∈ {1, 2, · · · , n}. Criteria are offered for the existence of fixed-sign solutions (u∗1, u ∗ 2, · · · , u ∗ n) to the system of Volterra integral equations, i.e., θiu ∗ i (...

Exact solutions of nonlinear interval Volterra integral equations