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A unified approach to well-posedness of type-I backward stochastic Volterra integral equations - MaRDI portal

A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823)

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A unified approach to well-posedness of type-I backward stochastic Volterra integral equations
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    A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (English)
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    21 July 2021
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    backward stochastic Volterra integral equations
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    consistent planning
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    equilibrium Hamilton-Jacobi-Bellman equation
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    representation of partial differential equations
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    time inconsistency
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