Add to ORKGAbstract: In the present paper we find the solution for the stochastic differential utility problem introduced by [2] using a backward stochastic Volterra integral dif-ferential approach. In particular we generalize results already obtained in literature passing from global to local Lipschitz assumption for the drift component. AMS Subject Classification: 45D05, 65C30, 91B16 Key Words: backward stochastic differential equations, Volterra stochastic inte-gral equations, stochastic utilit
Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and...
Abstract In this paper, we study the properties of continuity and differentiability of solutions to ...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
In the present paper we find the solution for the stochastic differentialutility problem introduced ...
In this paper, we present a brief survey on the updated theory of backward stochastic Volterra integ...
In this paper, we present a brief survey on the updated theory of backward stochastic Volterra integ...
In this paper, we study backward stochastic nonlinear Volterra integral equations. Under local Lipsc...
This work shows the existence and uniqueness of the solution of Backward stochastic differential equ...
Abstract. In this paper, we study backward doubly stochastic integral equa-tions of the Volterra typ...
Backward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The existence an...
We study a novel general class of multidimensional type-I backward stochastic Volterra integral equa...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
In this paper, we study backward stochastic Volterra integral equations introduced in [36] and exten...
Connections between a system of Forward–Backward SDEs derived in Horst et al., (2014) and Backward S...
An optimal control problem is considered for a stochastic differential equation with the cost functi...
Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and...
Abstract In this paper, we study the properties of continuity and differentiability of solutions to ...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
In the present paper we find the solution for the stochastic differentialutility problem introduced ...
In this paper, we present a brief survey on the updated theory of backward stochastic Volterra integ...
In this paper, we present a brief survey on the updated theory of backward stochastic Volterra integ...
In this paper, we study backward stochastic nonlinear Volterra integral equations. Under local Lipsc...
This work shows the existence and uniqueness of the solution of Backward stochastic differential equ...
Abstract. In this paper, we study backward doubly stochastic integral equa-tions of the Volterra typ...
Backward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The existence an...
We study a novel general class of multidimensional type-I backward stochastic Volterra integral equa...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
In this paper, we study backward stochastic Volterra integral equations introduced in [36] and exten...
Connections between a system of Forward–Backward SDEs derived in Horst et al., (2014) and Backward S...
An optimal control problem is considered for a stochastic differential equation with the cost functi...
Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and...
Abstract In this paper, we study the properties of continuity and differentiability of solutions to ...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...