AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The existence and uniqueness of adapted solutions are established. A duality principle between linear BSVIEs and (forward) stochastic Volterra integral equations is obtained. As applications of the duality principle, a comparison theorem is proved for the adapted solutions of BSVIEs, and a Pontryagin type maximum principle is established for an optimal control of stochastic integral equations
A linear quadratic optimal control problem is considered for a stochastic Volterra integral equation...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
Backward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The existence an...
Backward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The existence an...
Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in sho...
Backward stochastic Volterra integral equations (BSVIEs, for short) are studied. Notion of adapted M...
Backward stochastic Volterra integral equations (BSVIEs, for short) are studied. Notion of adapted M...
Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
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 present a brief survey on the updated theory of backward stochastic Volterra integ...
A linear quadratic optimal control problem is considered for a stochastic Volterra integral equation...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
Backward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The existence an...
Backward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The existence an...
Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in sho...
Backward stochastic Volterra integral equations (BSVIEs, for short) are studied. Notion of adapted M...
Backward stochastic Volterra integral equations (BSVIEs, for short) are studied. Notion of adapted M...
Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
Mean-field backward stochastic Volterra integral equations (MFBSVIEs, for short) are introduced and ...
AbstractBackward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The exis...
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 present a brief survey on the updated theory of backward stochastic Volterra integ...
A linear quadratic optimal control problem is considered for a stochastic Volterra integral equation...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The exi...
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