Singular control of stochastic Volterra integral equations (Q2157866): Difference between revisions

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+White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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+Dynamic risk measure for BSVIE with jumps and semimartingale issues
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+Malliavin calculus and optimal control of stochastic Volterra equations
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+New approach to optimal control of stochastic Volterra integral equations
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+Optimal control of forward-backward stochastic Volterra equations
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+A new method for optimal control of Volterra integral equations
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+Q4692887
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+Q4202615
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+Linear Volterra backward stochastic integral equations
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+Q4197841
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+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
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+Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle
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+Backward stochastic Volterra integral equations and some related problems
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+Well-posedness and regularity of backward stochastic Volterra integral equations
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