Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Iterative schemes for optimal control of Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Optimal control of Volterra equations with impulses
+Normal rank
@@ Property / cites work @@
+Théorie probabiliste du contrôle des diffusions
@@ Property / cites work: Théorie probabiliste du contrôle des diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Optimal control of a system governed by nonlinear Volterra integral equations with delay
+Normal rank
@@ Property / cites work @@
+Coherent and convex monetary risk measures for bounded càdlàg processes
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+The golden rule when preferences are time inconsistent
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Optimal Control with Integral State Equations
@@ Property / cites work: Optimal Control with Integral State Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Golden Eggs and Hyperbolic Discounting
@@ Property / cites work: Golden Eggs and Hyperbolic Discounting / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic nonlinear Volterra integral equation
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Optimal processes governed by integral equations
@@ Property / cites work: Optimal processes governed by integral equations / rank @@
+Normal rank
@@ Property / cites work @@
+Comments on the Paper “Optimal Control of Processes Described by Integral Equations. I” by V. R. Vinokurov
+Normal rank
@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic Volterra equations with anticipating coefficients
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Q4657107
@@ Property / cites work: Q4657107 / rank @@
+Normal rank
@@ Property / cites work @@
+Causal Feedback Optimal Control for Volterra Integral Equations
+Normal rank
@@ Property / cites work @@
+Volterra equations driven by semimartingales
@@ Property / cites work: Volterra equations driven by semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio selection with stochastic differential utility
+Normal rank
@@ Property / cites work @@
+Robust control and recursive utility
@@ Property / cites work: Robust control and recursive utility / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic Volterra integral equations and some related problems
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic integral games and causal synthesis
@@ Property / cites work: Quadratic integral games and causal synthesis / rank @@
+Normal rank