Multi-dimensional super-linear backward stochastic Volterra integral equations (Q6971705)

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Multi-dimensional super-linear backward stochastic Volterra integral equations

scientific article; zbMATH DE number 8052695

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English	Multi-dimensional super-linear backward stochastic Volterra integral equations	scientific article; zbMATH DE number 8052695

Statements

instance of

scholarly article

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title

Multi-dimensional super-linear backward stochastic Volterra integral equations (English)

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Journal of Differential Equations

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publication date

13 June 2025

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zbMATH Keywords

backward stochastic Volterra integral equations

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multi-dimensional systems

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unbounded free terms

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diagonally quadratic generator

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sub-quadratic growth

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MaRDI profile type

MaRDI publication profile

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cites work

Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation

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Dynamic risk measure for BSVIE with jumps and semimartingale issues

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The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time

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Quadratic BSDEs with convex generators and unbounded terminal conditions

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Backward SDEs with superquadratic growth

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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

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Backward stochastic Volterra integral equations with additive perturbations

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Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs

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Q4355647

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Infinite horizon backward stochastic Volterra integral equations and discounted control problems

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Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems

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On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications

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A unified approach to well-posedness of type-I backward stochastic Volterra integral equations

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Linear Volterra backward stochastic integral equations

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Multi-dimensional backward stochastic differential equations of diagonally quadratic generators

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On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type

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Continuous exponential martingales and BMO

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Adapted solution of a backward stochastic nonlinear Volterra integral equation

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Forward-backward stochastic differential equations and their applications

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Adapted solution of a backward stochastic differential equation

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Backward stochastic Volterra integral equations with jumps in a general filtration

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Nonlinear partial differential equations with applications

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SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS

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Mean-field backward stochastic Volterra integral equations

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Backward doubly stochastic Volterra integral equations and their applications

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Solvability of backward stochastic differential equations with quadratic growth

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Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations

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A class of time inconsistent risk measures and backward stochastic Volterra integral equations

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Optimal control problems of forward-backward stochastic Volterra integral equations with closed control regions

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Comparison theorems for some backward stochastic Volterra integral equations

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Backward stochastic Volterra integral equations -- representation of adapted solutions

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Singular backward stochastic Volterra integral equations in infinite dimensional spaces

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NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS

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Backward stochastic Volterra integral equations and some related problems

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Backward stochastic differential equations. From linear to fully nonlinear theory

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Identifiers

zbMATH Open document ID

1567.60082

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DOI

10.1016/J.JDE.2025.113350

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Multi-dimensional super-linear backward stochastic Volterra integral equations