scientific article; zbMATH DE number 5019868

zbMath1089.60514MaRDI QIDQ5290222

Modeste N'zi, Auguste Aman

Publication date: 28 April 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

backward stochastic differential equationadapted process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

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Locally Lipschitz BSDE with jumps and related Kolmogorov equation ⋮ Backward stochastic Volterra integral equations with additive perturbations ⋮ Mean-field backward doubly stochastic Volterra integral equations and their applications ⋮ Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems ⋮ On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces ⋮ Backward stochastic Volterra integral equations -- a brief survey ⋮ Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations ⋮ Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle ⋮ Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula ⋮ Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations ⋮ On a class of backward stochastic Volterra integral equations

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