Backward Stochastic Volterra integral equations driven by G-Brownian motion
Probability
2025-12-30 v1
Abstract
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.
Cite
@article{arxiv.2512.23346,
title = {Backward Stochastic Volterra integral equations driven by G-Brownian motion},
author = {Bingru Zhao and Mingshang Hu},
journal= {arXiv preprint arXiv:2512.23346},
year = {2025}
}