\(L^p\) solutions of backward stochastic Volterra integral equations

DOI10.1007/s10114-012-9738-6zbMath1262.60063arXiv0912.2567OpenAlexW2133336797MaRDI QIDQ1943211

Tian Xiao Wang

Publication date: 15 March 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2567

zbMATH Keywords

\(L^p\) solutionsadapted solutionsbackward stochastic Volterra integral equationsM-solutions

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Optimality conditions (49K99)

Related Items

Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations ⋮ An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints ⋮ Backward stochastic Volterra integral equations -- a brief survey ⋮ A unified approach to well-posedness of type-I backward stochastic Volterra integral equations ⋮ Backward stochastic Volterra integral equations with jumps in a general filtration

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