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ArticleLinear Volterra backward stochastic integral equations

Yaozhong Hu2018

OA

Articlebronze2018

Linear Volterra backward stochastic integral equations

Yaozhong Hu · Bernt Øksendal

30 citations·0/0 files stored·Stochastic Processes and their Applications

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

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References

2006The Malliavin Calculus and Related Topics 2005Applied Stochastic Control of Jump Diffusions 2007Applied Stochastic Control of Jump Diffusions 1978Stochastic calculus of variations and hypoelliptic operators 2008Malliavin Calculus for Lévy Processes with Applications to Finance 1978Stochastic calculus of variation and hypoelliptic operators 2000White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 2006Backward stochastic Volterra integral equations and some related problems

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Year2018

Typearticle

Published2018-03-28

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations30

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2018.03.016

openalex_workW2795296448

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