Singular backward stochastic Volterra integral equations in infinite dimensional spaces

DOI10.1016/j.jde.2024.06.002zbMATH Open1545.60082MaRDI QIDQ6601839

Mengliang Zheng, Tian Xiao Wang

Publication date: 11 September 2024

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

zbMATH Keywords

maximum principlesingular kernelstochastic delay evolution equationsbackward stochastic Volterra integral equationsforward stochastic Volterra integral equationsstochastic evolutionary integral equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Volterra integral equations (45D05) Stochastic integral equations (60H20)

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