Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS

13 references·8 citing·31 second hop

FromToDepth

this work references cited by second hop

References

1990Adapted solution of a backward stochastic differential equation2,676 cited
1991Continuous Martingales and Brownian Motion1,957 cited
1997Backward stochastic differential equations and integral-partial differential equations538 cited
1994Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps526 cited
1997Backward stochastic differential equations with continuous coefficient354 cited
1995Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients203 cited
1997On solutions of backward stochastic differential equations with jumps and applications170 cited
1985Volterra Equations Driven by Semimartingales107 cited
2002Adapted solution of a backward stochastic nonlinear Volterra integral equation92 cited
1990Stochastic Volterra Equations with Anticipating Coefficients89 cited
2002Existence and Uniqueness of Solutions for BSDEs with Locally Lipschitz Coefficient58 cited
2001Backward stochastic differential equations with locally Lipschitz coefficient51 cited
2003Multidimensional backward stochastic differential equations with uniformly continuous coefficients46 cited

Cited by

2017Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions

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

43 cited

2009On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces43 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

2012SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS28 cited

2013On a class of backward stochastic Volterra integral equations28 cited