Representation of adapted solutions to backward stochastic Volterra integral equations

DOI10.1360/N012016-00034zbMath1499.60239MaRDI QIDQ5063774

Jiong-min Yong

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

representationadapted solutionbackward stochastic Volterra integral equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Related Items (3)

Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations ⋮ Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations ⋮ Solvability of anticipated backward stochastic Volterra integral equations

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