Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934)
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scientific article; zbMATH DE number 5351822
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| English | Well-posedness and regularity of backward stochastic Volterra integral equations |
scientific article; zbMATH DE number 5351822 |
Statements
Well-posedness and regularity of backward stochastic Volterra integral equations (English)
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16 October 2008
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backward stochastic Volterra integral equation
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adapted m-solution
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Malliavin calculus
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optimal control
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Pontryagin maximum principle
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0.9164382815361024
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0.900427520275116
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0.883594274520874
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0.8767251372337341
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