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Backward stochastic Volterra integral equations — a brief survey · Study

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ArticleBackward stochastic Volterra integral equations — a brief survey

Jiongmin Yong2013

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Backward stochastic Volterra integral equations — a brief survey

19 citations·0/0 files stored·Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1983Stochastic Differential Equations and Diffusion Processes 1990Adapted solution of a backward stochastic differential equation 1999Stochastic Controls 1997Backward Stochastic Differential Equations in Finance 1999Stochastic controls : Hamiltonian systems and HJB equations 1992Stochastic Differential Utility 2007Forward-Backward Stochastic Differential Equations and their Applications 2003Lp solutions of backward stochastic differential equations

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2021Backward stochastic Volterra integral equations with jumps in a general filtration

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2007Well-posedness and regularity of backward stochastic Volterra integral equationsarticle · 10 shared references 2019Backward stochastic Volterra integral equations—Representation of adapted solutionsarticle · 10 shared references 2019Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equationsarticle · 10 shared references 2020Backward doubly stochastic Volterra integral equations and their applicationsarticle · 9 shared references 2013Backward stochastic dynamics on a filtered probability spacepreprint · 9 shared references 2021A unified approach to well-posedness of type-I backward stochastic Volterra integral equationsarticle · 9 shared references

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Year2013

Typearticle

Published2013-12-01

VenueApplied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao

ISSN-L1000-4424

Languageen

Citations19

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11766-013-3189-4

openalex_workW2157357727

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