Pages that link to "Item:Q5087030"
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The following pages link to New approach to optimal control of stochastic Volterra integral equations (Q5087030):
Displayed 8 items.
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Time fractional stochastic differential equations driven by pure jump Lévy noise (Q2050881) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- Singular control of stochastic Volterra integral equations (Q2157866) (← links)
- Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
- Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations (Q5056589) (← links)
- Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← links)
- Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260) (← links)