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Anticipating stochastic Volterra equations

  • Published:1997-12 Issue:1 Volume:72 Page:73-95
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Alòs Elisa,Nualart David

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference13 articles.

1. Volterra equations with Itô integrals;Berger;J. Integral Equations,1980

2. Volterra equations with Itô integrals;Berger;J. Integral Equations,1980

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

4. L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel;Gaveau;J. Funct. Anal.,1982

5. Continuity of some anticipating integral processes;Hu,1997

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1. Linear–quadratic stochastic Volterra controls I: Causal feedback strategies;Stochastic Processes and their Applications;2024-10

2. Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients;Stochastics and Partial Differential Equations: Analysis and Computations;2024-08-14

3. One-dimensional McKean–Vlasov stochastic Volterra equations with Hölder diffusion coefficients;Statistics & Probability Letters;2024-02

4. Stochastic Volterra equations with Hölder diffusion coefficients;Stochastic Processes and their Applications;2023-07

5. Variation of constants formulae for forward and backward stochastic Volterra integral equations;Journal of Differential Equations;2023-01
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