On a class of backward stochastic Volterra integral equations

DOI10.1016/j.aml.2013.07.006zbMath1311.45018OpenAlexW2042778201MaRDI QIDQ2339358

Svetlana Janković, Jasmina Djordjević

Publication date: 31 March 2015

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2013.07.006

zbMATH Keywords

existence and uniqueness of solutionsbackward stochastic Volterra integral equationsgenerator functionrelations between solutions

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)

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Cites Work

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• On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces
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• Backward stochastic Volterra integral equations and some related problems
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
• Continuous-time dynamic risk measures by backward stochastic Volterra integral equations
• NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS
• Backward Stochastic Differential Equations in Finance
• Adapted solution of a backward stochastic nonlinear Volterra integral equation
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