Adapted solution of a backward stochastic nonlinear Volterra integral equation

DOI10.1081/SAP-120002426zbMath0999.60052OpenAlexW2042330694MaRDI QIDQ4542849

Jian-Zhong Lin

Publication date: 2 December 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120002426

zbMATH Keywords

stochastic Volterra equationbackward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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Cites Work

• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• Volterra equations driven by semimartingales
• Stochastic Volterra equations with anticipating coefficients
• Adapted solution of a backward semilinear stochastic evolution equation

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