Comparison theorems for some backward stochastic Volterra integral equations

DOI10.1016/j.spa.2014.11.013zbMath1310.60102arXiv1208.2064OpenAlexW2053146749MaRDI QIDQ2018558

Tian Xiao Wang, Jiong-min Yong

Publication date: 24 March 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.2064

zbMATH Keywords

stochastic differential equationscomparison theoremsduality principlebackward stochastic Volterra integral equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Stochastic integral equations (60H20)

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