Well-posedness and regularity of backward stochastic Volterra integral equations

By Jiongmin Yong. 2008

120 citations recorded by the source corpus.

Subfields: Applied Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/79377d1502b727a370aa0eb0591e4563a880119f

How researchers see this paper

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In Applied Mathematics

1. Jiongmin Yong

In Control and Systems Engineering

1. Jiongmin Yong

In Finance

1. Jiongmin Yong
2. Jingrui Sun
3. P. J. Graber
4. Jianfeng Zhang
5. Jin Ma
6. Detao Zhang
7. Zhen Wu

Citations in the corpus

• Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation (2012, background): “Some relevant results concerning backward stochastic Volterra integral equations (BSVIEs, for short) can be found in [25, 26].”