scientific article; zbMATH DE number 5556691
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Publication:3626652
zbMATH Open1167.60337MaRDI QIDQ3626652FDOQ3626652
Authors: Jiongmin Yong 
Publication date: 22 May 2009
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Cited In (11)
- Continuous-time dynamic risk measures by backward stochastic Volterra integral equations
- Well-posedness and regularity of backward stochastic Volterra integral equations
- Mean-field backward stochastic Volterra integral equations
- Linear backward stochastic differential equations with Gaussian Volterra processes
- Solvability of anticipated backward stochastic Volterra integral equations
- Discretization of backward stochastic Volterra integral equations
- Representation of adapted solutions to backward stochastic Volterra integral equations
- Backward stochastic Volterra integral equations and some related problems
- Backward stochastic Volterra integral equations with additive perturbations
- Backward stochastic Volterra integral equations with general martingales
- Backward stochastic Volterra integral equations -- a brief survey
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