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Symmetrical solutions of backward stochastic Volterra integral equations and their applications
1.  Institute for Financial Studies and School of Mathematics, Shandong University, Jinan 250100, China 
2.  School of Mathematics, Shandong University, Jinan 250100, China 
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Yufeng Shi, Tianxiao Wang, Jiongmin Yong. Meanfield backward stochastic Volterra integral equations. Discrete and Continuous Dynamical Systems  B, 2013, 18 (7) : 19291967. doi: 10.3934/dcdsb.2013.18.1929 
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Yufeng Shi, Tianxiao Wang, Jiongmin Yong. Optimal control problems of forwardbackward stochastic Volterra integral equations. Mathematical Control and Related Fields, 2015, 5 (3) : 613649. doi: 10.3934/mcrf.2015.5.613 
[3] 
Yushi Hamaguchi. Extended backward stochastic Volterra integral equations and their applications to timeInconsistent stochastic recursive control problems. Mathematical Control and Related Fields, 2021, 11 (2) : 433478. doi: 10.3934/mcrf.2020043 
[4] 
Ludger Overbeck, Jasmin A. L. Röder. Pathdependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle. Probability, Uncertainty and Quantitative Risk, 2018, 3 (0) : 4. doi: 10.1186/s4154601800302 
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M. R. Arias, R. Benítez. Properties of solutions for nonlinear Volterra integral equations. Conference Publications, 2003, 2003 (Special) : 4247. doi: 10.3934/proc.2003.2003.42 
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Shaokuan Chen, Shanjian Tang. Semilinear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Mathematical Control and Related Fields, 2015, 5 (3) : 401434. doi: 10.3934/mcrf.2015.5.401 
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Dajana Conte, Raffaele D'Ambrosio, Beatrice Paternoster. On the stability of $\vartheta$methods for stochastic Volterra integral equations. Discrete and Continuous Dynamical Systems  B, 2018, 23 (7) : 26952708. doi: 10.3934/dcdsb.2018087 
[8] 
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera. A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LMmeasure perspective. Probability, Uncertainty and Quantitative Risk, 2017, 2 (0) : 3. doi: 10.1186/s4154601700129 
[9] 
Reza Chaharpashlou, Abdon Atangana, Reza Saadati. On the fuzzy stability results for fractional stochastic Volterra integral equation. Discrete and Continuous Dynamical Systems  S, 2021, 14 (10) : 35293539. doi: 10.3934/dcdss.2020432 
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Giuseppe Da Prato. An integral inequality for the invariant measure of some finite dimensional stochastic differential equation. Discrete and Continuous Dynamical Systems  B, 2016, 21 (9) : 30153027. doi: 10.3934/dcdsb.2016085 
[11] 
Dariusz Borkowski. Forward and backward filtering based on backward stochastic differential equations. Inverse Problems and Imaging, 2016, 10 (2) : 305325. doi: 10.3934/ipi.2016002 
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Onur Alp İlhan. Solvability of some volterra type integral equations in hilbert space. Conference Publications, 2007, 2007 (Special) : 2834. doi: 10.3934/proc.2007.2007.28 
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Z. K. Eshkuvatov, M. Kammuji, Bachok M. Taib, N. M. A. Nik Long. Effective approximation method for solving linear FredholmVolterra integral equations. Numerical Algebra, Control and Optimization, 2017, 7 (1) : 7788. doi: 10.3934/naco.2017004 
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Boling Guo, Guoli Zhou. On the backward uniqueness of the stochastic primitive equations with additive noise. Discrete and Continuous Dynamical Systems  B, 2019, 24 (7) : 31573174. doi: 10.3934/dcdsb.2018305 
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Jasmina Djordjević, Svetlana Janković. Reflected backward stochastic differential equations with perturbations. Discrete and Continuous Dynamical Systems, 2018, 38 (4) : 18331848. doi: 10.3934/dcds.2018075 
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Jan A. Van Casteren. On backward stochastic differential equations in infinite dimensions. Discrete and Continuous Dynamical Systems  S, 2013, 6 (3) : 803824. doi: 10.3934/dcdss.2013.6.803 
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Joscha Diehl, Jianfeng Zhang. Backward stochastic differential equations with Young drift. Probability, Uncertainty and Quantitative Risk, 2017, 2 (0) : 5. doi: 10.1186/s4154601700165 
[18] 
Anna Karczewska, Carlos Lizama. On stochastic fractional Volterra equations in Hilbert space. Conference Publications, 2007, 2007 (Special) : 541550. doi: 10.3934/proc.2007.2007.541 
[19] 
Ankang Yu, Yajuan Yang, Baode Li. A new Carleson measure adapted to multilevel ellipsoid covers. Communications on Pure and Applied Analysis, 2021, 20 (10) : 34813497. doi: 10.3934/cpaa.2021115 
[20] 
Ying Hu, Shanjian Tang. Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Discrete and Continuous Dynamical Systems, 2015, 35 (11) : 54475465. doi: 10.3934/dcds.2015.35.5447 
2020 Impact Factor: 1.327
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