Backward doubly stochastic Volterra integral equations and their applications (Q2189775): Difference between revisions

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+New approach to optimal control of stochastic Volterra integral equations
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+Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces
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+Coherent Measures of Risk
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+Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
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+Discretization of backward stochastic Volterra integral equations
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+Backward stochastic differential equations with rough drivers
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+Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
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+Q4357500
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+Backward Stochastic Differential Equations in Finance
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+Risk measures via \(g\)-expectations
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+Linear Volterra backward stochastic integral equations
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+Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
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+DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS
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+Adapted solution of a backward stochastic nonlinear Volterra integral equation
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+Backward stochastic differential equations with continuous coefficient
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+Forward-backward stochastic differential equations and their applications
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+Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Q4657107
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+A type of time-symmetric forward-backward stochastic differential equations
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+Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
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+SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
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+Mean-field backward stochastic Volterra integral equations
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+Optimal control problems of forward-backward stochastic Volterra integral equations
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+Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
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+Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
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+Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
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+Comparison theorems for some backward stochastic Volterra integral equations
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+Backward stochastic Volterra integral equations -- representation of adapted solutions
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+Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions
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+Super-Brownian motion as the unique strong solution to an SPDE
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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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+Well-posedness and regularity of backward stochastic Volterra integral equations
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+Q4255599
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