Backward stochastic Volterra integral equations -- representation of adapted solutions
From MaRDI portal
Publication:2280018
DOI10.1016/j.spa.2018.12.016zbMath1427.60140arXiv1802.03659OpenAlexW2963477710MaRDI QIDQ2280018
Jiong-min Yong, Tian Xiao Wang
Publication date: 17 December 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.03659
adapted solutionsbackward stochastic Volterra integral equationsrepresentation of adapted solutionsrepresentation partial differential equations
Initial value problems for second-order parabolic equations (35K15) Volterra integral equations (45D05) Stochastic integral equations (60H20) Second-order parabolic systems (35K40)
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