A stochastic Fubini theorem: BSDE method

DOI10.1186/S13660-017-1358-3zbMATH Open1362.60053OpenAlexW2607202542WikidataQ33566304 ScholiaQ33566304MaRDI QIDQ523887FDOQ523887

Yanqing Wang

Publication date: 24 April 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-017-1358-3

zbMATH Keywords

backward stochastic differential equationrandom jumpsstochastic Fubini theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cites Work

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• Well-posedness and regularity of backward stochastic Volterra integral equations

Cited In (5)

• A stochastic Fubini theorem for \(\alpha\)-stable process
• Stochastic Bihari inequality and applications to BSDE
• Terminal-Dependent Statistical Inferences for FBSDE
• Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion
• Terminal-dependent statistical inference for the integral form of FBSDE

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