BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY
نویسندگان
چکیده
منابع مشابه
Mean-Field Backward Stochastic Volterra Integral Equations
Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and studied. Well-posedness of MF-BSVIEs in the sense of introduced adapted Msolutions is established. Two duality principles between linear mean-field (forward) stochastic Volterra integral equations (MF-FSVIEs, for short) and MF-BSVIEs are obtained. Several comparison theorems for MF-FSVIEs and MF...
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ژورنال
عنوان ژورنال: International Electronic Journal of Pure and Applied Mathematics
سال: 2014
ISSN: 1314-0744
DOI: 10.12732/iejpam.v8i1.2