Backward stochastic Volterra integral equations with general martingales

DOI10.6040/J.ISSN.1671-9352.0.2014.041zbMATH Open1313.60127MaRDI QIDQ5498366FDOQ5498366

Jie Zhao, Yufeng Shi

Publication date: 11 February 2015

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zbMATH Keywords

duality principlebackward stochastic Volterra integral equationadapted M-solution

Mathematics Subject Classification ID

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

Cited In (4)

• SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
• Linear backward stochastic differential equations with Gaussian Volterra processes
• Title not available (Why is that?)
• Backward stochastic Volterra integral equations with additive perturbations

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