Backward stochastic Volterra integral equations with general martingales
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Publication:5498366
DOI10.6040/J.ISSN.1671-9352.0.2014.041zbMATH Open1313.60127MaRDI QIDQ5498366FDOQ5498366
Authors: Jie Zhao, Yufeng Shi 
Publication date: 11 February 2015
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Cited In (14)
- Variation of constants formulae for forward and backward stochastic Volterra integral equations
- Backward stochastic Volterra integral equations with jumps in a general filtration
- \(L^p\) solutions of backward stochastic Volterra integral equations
- Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
- 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 under local Lipschitz condition
- Backward stochastic Volterra integral equations with additive perturbations
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
- Backward doubly stochastic Volterra integral equations and their applications
- Existence and uniqueness of M-solutions for backward stochastic Volterra integral equations
- Backward stochastic Volterra integral equations -- representation of adapted solutions
- Linear Volterra backward stochastic integral equations
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