Backward stochastic Volterra integral equations with additive perturbations

The paper discusses a large class of stochastic Volterra integral equations whose coefficients additively depend on small perturbations. Their solutions are compared in the L2-sense with the solutions of the appropriate unperturbed equations of the equal or simpler type. More precisely, we prove for an arbitrary η   > 0 that there exists an interval [t¯(η),T]⊂[0,T] on which the L2-difference between the solutions of the perturbed and unperturbed equations is less than η.