Backward stochastic Volterra integral equations with additive perturbations

DOI10.1016/j.amc.2015.05.077zbMath1410.60064MaRDI QIDQ1664279

Svetlana Janković, Jasmina Djordjević

Publication date: 24 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.05.077

zbMATH Keywords

perturbations; backward stochastic Volterra integral equations; \(L^{2}\)-closeness

Mathematics Subject Classification ID

65R20: Numerical methods for integral equations

65C30: Numerical solutions to stochastic differential and integral equations

45D05: Volterra integral equations

60H20: Stochastic integral equations

45R05: Random integral equations