Linear Volterra backward stochastic integral equations (Q1713471)
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scientific article; zbMATH DE number 7006797
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| English | Linear Volterra backward stochastic integral equations |
scientific article; zbMATH DE number 7006797 |
Statements
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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0.8398579955101013
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0.833430826663971
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0.8278024792671204
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0.826403021812439
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