Stochastic Volterra integral equations with a parameter
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Cites work
- A linear quadratic optimal control problem for stochastic Volterra integral equations
- Adapted solution of a backward stochastic nonlinear Volterra integral equation
- Backward Stochastic Differential Equations in Finance
- Differentiability of BSVIEs and dynamic capital allocations
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- Lectures on topics in stochastic differential equations
- Linear quadratic stochastic integral games and related topics
- On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type
- Stochastic Integration with Jumps
- Volterra equations driven by semimartingales
- Well-posedness and regularity of backward stochastic Volterra integral equations
Cited in
(8)- Volterra equations with fractional stochastic integrals
- Convolution type stochastic Volterra equations
- scientific article; zbMATH DE number 3971902 (Why is no real title available?)
- scientific article; zbMATH DE number 4105988 (Why is no real title available?)
- scientific article; zbMATH DE number 1150256 (Why is no real title available?)
- scientific article; zbMATH DE number 4003181 (Why is no real title available?)
- Volterra integral equations of the first kind and applications to linear diffusions
- Stochastic Volterra equations under perturbations
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