Backward stochastic Volterra integral equations with additive perturbations
type: Item
instance of: scholarly article
title: Backward stochastic Volterra integral equations with additive perturbations
zbMATH Open document ID: 1410.60064
author: Svetlana Janković
author: Jasmina Djordjević
published in: Applied Mathematics and Computation
publication date: 2018-08-24T00:00:00Z
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 45D05
Mathematics Subject Classification ID: 45R05
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6925050
zbMATH Keywords: backward stochastic Volterra integral equations
zbMATH Keywords: perturbations
zbMATH Keywords: \(L^{2}\)-closeness
MaRDI profile type: Publication
full work available at URL: j.amc.2015.05.077
OpenAlex ID: W767752551
cites work: Adapted solution of a backward stochastic differential equation
cites work: Q4029028
cites work: Backward Stochastic Differential Equations in Finance
cites work: BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
cites work: Zero-sum stochastic differential games and backward equations
cites work: Backward doubly stochastic differential equations and systems of quasilinear SPDEs
cites work: On a class of backward doubly stochastic differential equations
cites work: Adapted solution of a backward stochastic nonlinear Volterra integral equation
cites work: Q5290222
cites work: NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS
cites work: Backward stochastic Volterra integral equations and some related problems
cites work: Continuous-time dynamic risk measures by backward stochastic Volterra integral equations
cites work: Well-posedness and regularity of backward stochastic Volterra integral equations
cites work: Q5428437
cites work: On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces
cites work: SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
cites work: Backward stochastic Volterra integral equations -- a brief survey
cites work: On a class of backward stochastic Volterra integral equations
cites work: Q3672830
cites work: On Stochastic Processes Defined by Differential Equations with a Small Parameter
cites work: Quantitative results for perturbed stochastic differential equations
cites work: Perturbed stochastic hereditary differential equations with integral contractors
cites work: GENERALIZED STOCHASTIC PERTURBATION-DEPENDING DIFFERENTIAL EQUATIONS
cites work: On perturbed nonlinear Itô type stochastic integrodifferential equations
cites work: Functionally perturbed stochastic differential equations
cites work: Neutral stochastic functional differential equations with additive perturbations
cites work: Perturbed backward stochastic differential equations
cites work: Q4003924
DOI: 10.1016/J.AMC.2015.05.077
Recommended article: Q3626652
Recommended article: Backward stochastic Volterra integral equations and some related problems
Recommended article: On a class of backward stochastic Volterra integral equations
Recommended article: Q5428437
Recommended article: Backward stochastic Volterra integral equations -- a brief survey
Recommended article: Backward doubly stochastic Volterra integral equations and their applications
Recommended article: Q5498366
Recommended article: Well-posedness and regularity of backward stochastic Volterra integral equations
Recommended article: Backward stochastic Volterra integral equations on Markov chains
Recommended article: Backward stochastic Volterra integral equations -- representation of adapted solutions
description: scientific article; zbMATH DE number 6925050