Variation of constants formulae for forward and backward stochastic Volterra integral equations

DOI10.1016/j.jde.2022.10.007OpenAlexW3215606952MaRDI QIDQ2101061

Yushi Hamaguchi

Publication date: 28 November 2022

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.01277

zbMATH Keywords

stochastic Volterra integral equationsbackward stochastic Volterra integral equationsvariation of constants formulae

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Volterra integral equations (45D05) Stochastic integral equations (60H20) Linear integral equations (45A05)

Cites Work

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