Backward stochastic Volterra integral equations driven by G -Brownian motion

In this paper, we study the backward stochastic Volterra integral equations driven by G-Brownian motion (G-BSVIEs) under the Lipschitz condition. With the help of G-stochastic analysis techniques and the approximation method, we establish the existence, uniqueness, and continuity of the solution. Moreover, we obtain the comparison theorem.