Variation of constants formulae for forward and backward stochastic Volterra integral equations-Reference-Cited by-同舟云学术

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Variation of constants formulae for forward and backward stochastic Volterra integral equations

Published:2023-01 Issue: Volume:343 Page:332-389
ISSN:0022-0396
Container-title:Journal of Differential Equations
language:en
Short-container-title:Journal of Differential Equations

Author:

Hamaguchi Yushi^ORCID

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Analysis,Applied Mathematics

Reference39 articles.

1. Dynamic risk measure for BSVIE with jumps and semimartingale issues;Agram;Stoch. Anal. Appl.,2019

2. Anticipating stochastic Volterra equations;Alòs;Stoch. Process. Appl.,1997

3. Volterra equations with Itô integrals—I;Berger;J. Integral Equ.,1980

4. Volterra equations with Itô integrals—II;Berger;J. Integral Equ.,1980

5. An extension of the stochastic integral;Berger;Ann. Probab.,1982

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2. Linear-quadratic stochastic volterra controls II. Optimal strategies and Riccati-Volterra equations;ESAIM: Control, Optimisation and Calculus of Variations;2024

3. Distributionally-Robust Optimization for Sustainable Exploitation of the Infinite-Dimensional Superposition of Affine Processes with an Application to Fish Migration;Computational Science – ICCS 2023;2023

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