Backward doubly stochastic Volterra integral equations and their applications

DOI10.1016/J.JDE.2020.05.006MaRDI QIDQ2189775zbMATH OpenOpenAlexFDO

Authors Jiaqiang Wen, Jie Xiong, Yufeng Shi

Publication date 16 June 2020

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

Full work available at URL https://doi.org/10.1016/j.jde.2020.05.006

zbMATH Keywords

backward doubly stochastic Volterra integral equationscomparison theoremduality principlePontryagin maximum principle

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20) Optimal stochastic control (93E20)

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Cites work

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Cited in

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• Backward stochastic Volterra integral equations with additive perturbations
• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
• Backward stochastic Volterra integral equations -- a brief survey
• Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
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• Mean-field backward stochastic differential equations driven by fractional Brownian motion
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• Some results on backward stochastic differential equations of fractional order
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