Stochastic Volterra integral equations with a parameter

DOI10.1186/s13662-017-1394-9zbMath1444.60071OpenAlexW2765803419WikidataQ59523880 ScholiaQ59523880MaRDI QIDQ1710091

Yan Qing Wang

Publication date: 15 January 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-017-1394-9

zbMATH Keywords

continuitydifferentiabilityparameterstochastic Volterra integral equationbackward stochastic Volterra integral equation

Mathematics Subject Classification ID

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

Cites Work

• Linear quadratic stochastic integral games and related topics
• Well-posedness and regularity of backward stochastic Volterra integral equations
• Lectures on topics in stochastic differential equations
• Volterra equations driven by semimartingales
• On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type
• Backward Stochastic Differential Equations in Finance
• Stochastic Integration with Jumps
• Adapted solution of a backward stochastic nonlinear Volterra integral equation
• DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS
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