Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces

DOI10.1080/07362994.2011.532046zbMath1223.60046MaRDI QIDQ3081443

V. V. Anh, Wilfried Grecksch, Jiong-min Yong

Publication date: 8 March 2011

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

Full work available at URL: https://doi.org/10.1080/07362994.2011.532046

zbMATH Keywords

stochastic optimal control; Pontryagin maximum principle; stochastic Volterra integral equations; regularity of adapted solutions

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H07: Stochastic calculus of variations and the Malliavin calculus

60H20: Stochastic integral equations

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