On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems
Author:
Funder
Vetenskapsrådet
Linnaeus University
Publisher
Elsevier BV
Subject
Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering
Reference22 articles.
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4. Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators;Probability, Uncertainty and Quantitative Risk;2022
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