Pages that link to "Item:Q2849675"
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The following pages link to Discretization of backward stochastic Volterra integral equations (Q2849675):
Displaying 7 items.
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
- Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
- Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula (Q4965637) (← links)
- Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
