Linear Volterra backward stochastic integral equations (Q1713471)

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Linear Volterra backward stochastic integral equations
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    Linear Volterra backward stochastic integral equations (English)
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    25 January 2019
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    Brownian motion
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    compensated Poisson random measure
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    Volterra-type backward stochastic differential equation
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    linear equation
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    explicit solution
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    Hida-Malliavin derivative
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