Solvability of anticipated backward stochastic Volterra integral equations

DOI10.1016/j.spl.2019.108599zbMath1453.60111OpenAlexW2972617866WikidataQ127236560 ScholiaQ127236560MaRDI QIDQ2288758

Jiaqiang Wen, Yu-feng Shi

Publication date: 20 January 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108599

zbMATH Keywords

backward stochastic differential equationbackward stochastic Volterra integral equationtime-advancedanticipated generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (6)

Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures ⋮ On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay ⋮ Anticipated backward stochastic differential equations with quadratic growth ⋮ Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations ⋮ Unnamed Item ⋮ Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators

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