Well-posedness and regularity of backward stochastic Volterra integral equations

Probability Theory and Related Fields

Volumn 142, Issue 1-2, 2008, Pages 21-77

  Yong, Jiongmin ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Adapted M solution; Backward stochastic Volterra integral equation; Malliavin calculus; Optimal control; Pontryagin maximum principle

Indexed keywords

EID: 45149113017     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-007-0098-6     Document Type: Article

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