Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces
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Publication:3081443
DOI10.1080/07362994.2011.532046zbMath1223.60046MaRDI QIDQ3081443
Wilfried Grecksch, V. V. Anh, Jiong-min Yong
Publication date: 8 March 2011
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2011.532046
stochastic optimal control; Pontryagin maximum principle; stochastic Volterra integral equations; regularity of adapted solutions
93E20: Optimal stochastic control
60H07: Stochastic calculus of variations and the Malliavin calculus
60H20: Stochastic integral equations
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