Backward Doubly Stochastic Integral Equations of the Volterra Type and Some Related Problems

Author:

Đorđević Jasmina

Funder

STORM-Stochastics for Time-Space Risk Models, granted by Research Council of Norway-Independent projects: ToppForsk.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Statistics and Probability

Reference22 articles.

1. Aman, A.: $$L^p$$-solutions of backward doubly stochastic differential equations, HAL Id: hal-00285154. https://hal.archives-ouvertes.fr/hal-00285154v5 (2009)

2. Aman A., Owo J.M., Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Continuous Coefficients, Acta Mathematica Sinica. 2012, 28(10): 2011–2020 https://doi.org/10.1007/s10114-012-0506-4

3. Aman, A., N’zi, M.: Backward stochastic nonlinear Volterra integral equations with local Lipschitsz drift. Probab. Math. Stat. 25(Fasc1), 105–127 (2005)

4. Boufoussi, B., Casteren, J., Mrhardy, N.: Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions. Bernoulli 13, 423–446 (2007)

5. Djordjević, J.: On a class of backward doubly stochastic differential equations with continuous coefficients. IMA J. Appl. Math. 81, 26–41 (2016)

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