A unified approach to well-posedness of type-I backward stochastic Volterra integral equations
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Publication:2042823
DOI10.1214/21-EJP653zbMath1470.45021arXiv2007.12258MaRDI QIDQ2042823
Dylan Possamaï, Camilo Hernández
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.12258
time inconsistencybackward stochastic Volterra integral equationsequilibrium Hamilton-Jacobi-Bellman equationconsistent planningrepresentation of partial differential equations
Volterra integral equations (45D05) Stochastic integral equations (60H20) Random integral equations (45R05)
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