On a class of backward stochastic Volterra integral equations (Q2339358): Difference between revisions

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+https://doi.org/10.1016/j.aml.2013.07.006
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+W2042778201
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+Adapted solution of a backward stochastic differential equation
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+Backward Stochastic Differential Equations in Finance
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+NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS
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+Well-posedness and regularity of backward stochastic Volterra integral equations
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+Backward stochastic Volterra integral equations and some related problems
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+Continuous-time dynamic risk measures by backward stochastic Volterra integral equations
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+Corrigendum to ``On a class of backward doubly stochastic differential equations'' [Applied Mathematics and Computation 217 (2011) 8754-8764]
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