JOURNAL ARTICLE
Multi-dimensional super-linear backward stochastic Volterra integral equations
Shengjun FanTianxiao WangJiongmin Yong
Year: 2025 Journal: Journal of Differential Equations Vol: 437 Pages: 113350-113350 Publisher: Elsevier BV
Keywords:
Mathematics Volterra integral equation Volterra equations Integral equation Applied mathematics Mathematical analysis Nonlinear system
Metrics
0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
58
Refs
0.15
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Differential Equations and Numerical Methods
Physical Sciences → Mathematics → Numerical Analysis
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Related Documents
JOURNAL ARTICLE
Linear Volterra backward stochastic integral equations
Journal: Stochastic Processes and their Applications Year: 2018 Vol: 129 (2)Pages: 626-633
BOOK-CHAPTER
Backward stochastic Volterra integral equations
Ka‐Sing LauZhouping XinShing‐Tung Yau
AMS/IP studies in advanced mathematics Year: 2008 Pages: 679-706
JOURNAL ARTICLE
Singular backward stochastic Volterra integral equations in infinite dimensional spaces
Journal: Journal of Differential Equations Year: 2024 Vol: 407 Pages: 1-56
BOOK-CHAPTER
Discretization of backward stochastic Volterra integral equations
Christian BenderStanislav Pokalyuk
Interdisciplinary mathematical sciences Year: 2012 Pages: 245-278
DISSERTATION
Discretization of backward stochastic Volterra integral equations
University: SciDok (Saarland University and State Library) Year: 2012