# American Institute of Mathematical Sciences

July  2010, 14(1): 251-274. doi: 10.3934/dcdsb.2010.14.251

## Symmetrical solutions of backward stochastic Volterra integral equations and their applications

 1 Institute for Financial Studies and School of Mathematics, Shandong University, Jinan 250100, China 2 School of Mathematics, Shandong University, Jinan 250100, China

Received  September 2009 Revised  March 2010 Published  April 2010

Backward stochastic Volterra integral equations (BSVIEs in short) are studied. We introduce the notion of adapted symmetrical solutions (S-solutions in short), which are different from the M-solutions introduced by Yong [16]. We also give some new results for them. At last a class of dynamic coherent risk measures were derived via certain BSVIEs.
Citation: Tianxiao Wang, Yufeng Shi. Symmetrical solutions of backward stochastic Volterra integral equations and their applications. Discrete and Continuous Dynamical Systems - B, 2010, 14 (1) : 251-274. doi: 10.3934/dcdsb.2010.14.251
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