JOURNAL ARTICLE
Linear Volterra backward stochastic integral equations
Year: 2018 Journal: Stochastic Processes and their Applications Vol: 129 (2)Pages: 626-633 Publisher: Elsevier BV
Keywords:
Mathematics Volterra integral equation Kernel (algebra) Brownian motion Integral equation Mathematical analysis Measure (data warehouse) Poisson distribution Stochastic integral Malliavin calculus Stochastic process Geometric Brownian motion Applied mathematics Stochastic differential equation Diffusion process Pure mathematics Partial differential equation Stochastic partial differential equation Statistics
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31
Cited By
5.66
FWCI (Field Weighted Citation Impact)
14
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0.96
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Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Distribution Estimation and Applications
Physical Sciences → Mathematics → Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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