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Backward stochastic Volterra integral equations — a brief survey
16 references·1 citing·29 second hop
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References

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  • 1999Stochastic Controls2,643 cited
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  • 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 2007Forward-Backward Stochastic Differential Equations and their Applications692 cited
  • 2003Lp solutions of backward stochastic differential equations371 cited
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  • 1993Backward-Forward Stochastic Differential Equations348 cited
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  • 2007Well-posedness and regularity of backward stochastic Volterra integral equations

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107 cited
  • 1985Volterra Equations Driven by Semimartingales107 cited
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    • 2021Backward stochastic Volterra integral equations with jumps in a general filtration16 cited