Backward stochastic Volterra integral equations and some related problems

Stochastic Processes and their Applications

Volumn 116, Issue 5, 2006, Pages 779-795

  Yong, Jiongmin ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Adapted solutions; Backward stochastic Volterra integral equation; Comparison theorem; Duality principle; Pontryagin maximum principle

Indexed keywords

MAXIMUM PRINCIPLE; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; RANDOM PROCESSES;

ADAPTED SOLUTIONS; BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION; COMPARISON THEOREM; DUALITY PRINCIPLE;

INTEGRAL EQUATIONS;

EID: 33645980965     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.01.005     Document Type: Article

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