SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Well-posedness and regularity of backward stochastic Volterra integral equations
16 references·16 citing·25 second hopsampled
Well-posedness and regularity of backward stochastic Volterra integral equations (2007)Well-posedness and regularity of backward…Forward-Backward Stochastic Differential Equations and their Applications (2007)Forward-Backward Stochastic D…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…The Malliavin Calculus and Related Topics (2006)The Malliavin Calculus and Re…Backward stochastic differential equations and partial differential equations with quadratic growth (2000)Backward stochastic different…Stochastic Controls (1999)Stochastic ControlsStochastic controls : Hamiltonian systems and HJB equations (1999)Stochastic controls : Hamilto…Coherent Measures of Risk (1999)Coherent Measures of RiskGolden Eggs and Hyperbolic Discounting (1997)Golden Eggs and Hyperbolic Di…Backward Stochastic Differential Equations in Finance (1997)Backward Stochastic Different…The Malliavin Calculus and Related Topics (1995)The Malliavin Calculus and Re…Stochastic Differential Utility (1992)Stochastic Differential Utili…Adapted solution of a backward stochastic differential equation (1990)Adapted solution of a backwar…A General Stochastic Maximum Principle for Optimal Control Problems (1990)A General Stochastic Maximum …Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…Myopia and Inconsistency in Dynamic Utility Maximization (1973)Myopia and Inconsistency in D…Myopia and Inconsistency in Dynamic Utility Maximization (1955)Myopia and Inconsistency in D…Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (2021)Time-inconsistent stochastic …Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula (2020)Extended backward stochastic …Backward doubly stochastic Volterra integral equations and their applications (2020)Backward doubly stochastic Vo…Time-Inconsistent Optimal Control Problems and Related Issues (2019)Time-Inconsistent Optimal Con…Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations (2019)Recursive Utility Processes, …Backward stochastic Volterra integral equations—Representation of adapted solutions (2019)Backward stochastic Volterra …Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (2017)Optimal Control Problems of F…Linear quadratic control problems of stochastic Volterra integral equations (2017)Linear quadratic control prob…Optimal control problems of forward-backward stochastic Volterra integral equations (2015)Optimal control problems of f…Comparison theorems for some backward stochastic Volterra integral equations (2014)Comparison theorems for some …On a class of backward stochastic Volterra integral equations (2013)On a class of backward stocha…Mean-field backward stochastic Volterra integral equations (2013)Mean-field backward stochasti…SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS (2012)SOLVABILITY OF GENERAL BACKWA…Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces (2010)Regularity of Backward Stocha…On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces (2009)On Solutions of Backward Stoc…Continuous-time dynamic risk measures by backward stochastic Volterra integral equations (2007)Continuous-time dynamic risk …Specious reward: A behavioral theory of impulsiveness and impulse control. (1975)Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)Implications of rational inattention (2003)Does Culture Affect Economic Outcomes? (2006)The Pricing of Options and Corporate Liabilities (1973)Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Theory of rational option pricing (2005)Partial Differential Equations (2010)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Stochastic Calculus with Respect to Gaussian Processes (2001)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)The Framing of Decisions and the Psychology of Choice (1981)Time Discounting and Time Preference: A Critical Review (2002)Toward a positive theory of consumer choice (1980)Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes (2004)Central limit theorems for sequences of multiple stochastic integrals (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1997Golden Eggs and Hyperbolic Discounting6,117 cited
  • 1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
  • 1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
  • 1995The Malliavin Calculus and Related Topics1,545 cited
  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1999Stochastic Controls1,243 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 1990A General Stochastic Maximum Principle for Optimal Control Problems800 cited
  • 2000Backward stochastic differential equations and partial differential equations with quadratic growth763 cited
  • 2007Forward-Backward Stochastic Differential Equations and their Applications

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

675 cited

Cited by

  • 2007Continuous-time dynamic risk measures by backward stochastic Volterra integral equations61 cited
  • 2013Mean-field backward stochastic Volterra integral equations48 cited
  • 2017Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions43 cited
  • 2009On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces43 cited
  • 2019Backward stochastic Volterra integral equations—Representation of adapted solutions42 cited
  • 2014Comparison theorems for some backward stochastic Volterra integral equations39 cited
  • 2015Optimal control problems of forward-backward stochastic Volterra integral equations39 cited
  • 2019Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations38 cited
  • 2021Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations32 cited
  • 2020Backward doubly stochastic Volterra integral equations and their applications30 cited
  • 2012SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS28 cited
  • 2013On a class of backward stochastic Volterra integral equations28 cited
  • 2017Linear quadratic control problems of stochastic Volterra integral equations27 cited
  • 2019Time-Inconsistent Optimal Control Problems and Related Issues27 cited
  • 2010Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces27 cited
  • 2020Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula26 cited