Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS

11 references·1 citing·31 second hop

FromToDepth

this work references cited by second hop

References

1990Adapted solution of a backward stochastic differential equation2,676 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
2007Forward-Backward Stochastic Differential Equations and their Applications675 cited
1995Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients203 cited
2006Backward stochastic Volterra integral equations and some related problems125 cited
2007Well-posedness and regularity of backward stochastic Volterra integral equations107 cited
2002Adapted solution of a backward stochastic nonlinear Volterra integral equation92 cited
2007Continuous-time dynamic risk measures by backward stochastic Volterra integral equations61 cited
2007NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS45 cited
2009On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces43 cited

Cited by

2020Extended backward stochastic Volterra integral equations and their applications to time-Inconsistent stochastic recursive control problems26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work