Pages that link to "Item:Q2495382"

The following pages link to Backward stochastic Volterra integral equations and some related problems (Q2495382):

Displaying 50 items.

• Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations (Q297861) (← links)
• Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations (Q347332) (← links)
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193) (← links)
• Mean-field backward stochastic Volterra integral equations (Q379033) (← links)
• Rough Volterra equations. II: Convolutional generalized integrals (Q555028) (← links)
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921) (← links)
• Linear quadratic stochastic integral games and related topics (Q904652) (← links)
• Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
• On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces (Q963654) (← links)
• Symmetrical solutions of backward stochastic Volterra integral equations and their applications (Q986653) (← links)
• Backward stochastic Volterra integral equations with additive perturbations (Q1664279) (← links)
• Linear Volterra backward stochastic integral equations (Q1713471) (← links)
• An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997) (← links)
• \(L^p\) solutions of backward stochastic Volterra integral equations (Q1943211) (← links)
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations (Q1986057) (← links)
• Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models (Q1994259) (← links)
• Jiongmin Yong's mathematical works in recent thirty years (Q2001535) (← links)
• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
• Backward stochastic Volterra integral equations -- a brief survey (Q2016921) (← links)
• Comparison theorems for some backward stochastic Volterra integral equations (Q2018558) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
• Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
• Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128) (← links)
• Some results on backward stochastic differential equations of fractional order (Q2080202) (← links)
• Variation of constants formulae for forward and backward stochastic Volterra integral equations (Q2101061) (← links)
• Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
• Singular control of stochastic Volterra integral equations (Q2157866) (← links)
• Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
• Linear backward stochastic differential equations with Gaussian Volterra processes (Q2240074) (← links)
• Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
• On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems (Q2242924) (← links)
• Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
• Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
• Solvability of anticipated backward stochastic Volterra integral equations (Q2288758) (← links)
• Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
• Stochastic differential equations with imprecisely defined parameters in market analysis (Q2318603) (← links)
• On a class of backward stochastic Volterra integral equations (Q2339358) (← links)
• Optimal control problems of forward-backward stochastic Volterra integral equations (Q2356564) (← links)
• Risk-neutral multiobjective optimal control of random Volterra integral equations (Q2694260) (← links)
• On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470) (← links)
• Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (Q2696218) (← links)
• Wavelets Galerkin method for solving stochastic heat equation (Q2957743) (← links)
• Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces (Q3081443) (← links)
• Continuous-time dynamic risk measures by backward stochastic Volterra integral equations (Q3502182) (← links)
• (Q3626652) (← links)
• SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS (Q4917345) (← links)