Backward stochastic Volterra integral equations -- a brief survey

DOI10.1007/s11766-013-3189-4zbMath1299.60080MaRDI QIDQ2016921

Jiong-min Yong

Publication date: 30 June 2014

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-013-3189-4

zbMATH Keywords

comparison theorem; backward stochastic differential equation; backward stochastic Volterra integral equation; M-solution

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H20: Stochastic integral equations

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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