Pages that link to "Item:Q2189775"

The following pages link to Backward doubly stochastic Volterra integral equations and their applications (Q2189775):

Displaying 12 items.

• Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
• A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
• Mean-field backward stochastic differential equations driven by fractional Brownian motion (Q2044792) (← links)
• Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
• Some results on backward stochastic differential equations of fractional order (Q2080202) (← links)
• Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators (Q2096193) (← links)
• Variation of constants formulae for forward and backward stochastic Volterra integral equations (Q2101061) (← links)
• Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
• Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations (Q6048573) (← links)
• Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) (← links)
• Mean-field backward doubly stochastic Volterra integral equations and their applications (Q6107309) (← links)
• Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634) (← links)