Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations

DOI10.1016/j.camwa.2019.09.006zbMath1460.60058arXiv1909.04292OpenAlexW2976829001MaRDI QIDQ2004608

Jiaqiang Wen, Yu-feng Shi

Publication date: 7 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.04292

zbMATH Keywords

backward stochastic integralbackward doubly stochastic Volterra integral equationsymmetrical martingale solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Backward doubly stochastic Volterra integral equations and their applications

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