Multi-dimensional super-linear backward stochastic Volterra integral equations

DOI10.1016/J.JDE.2025.113350MaRDI QIDQ6971705zbMATH OpenFDO

Authors Shengjun Fan, Tianxiao Wang, Jiongmin Yong

Publication date 13 June 2025

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JDE.2025.113350

zbMATH Keywords

backward stochastic Volterra integral equationsdiagonally quadratic generatormulti-dimensional systemssub-quadratic growthunbounded free terms

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

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Cited in

(1)

• Multi-dimensional non-Markovian backward stochastic differential equations of interactively quadratic generators

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