Backward stochastic Volterra integral equations with general martingales

DOI10.6040/J.ISSN.1671-9352.0.2014.041MaRDI QIDQ5498366zbMATH OpenFDO

Authors Jie Zhao, Yufeng Shi

Publication date 11 February 2015

Full work available at URL https://doi.org/10.6040/J.ISSN.1671-9352.0.2014.041

zbMATH Keywords

adapted M-solutionbackward stochastic Volterra integral equationduality principle

Mathematics Subject Classification ID

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

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