Regularity of backward stochastic volterra integral equations in Hilbert spaces

Autoria(s): Anh, Vo; Grecksch, Wilfried; Yong, Jiongmin
Data(s)

2011
Identificador

http://eprints.qut.edu.au/43181/
Publicador

Taylor and Francis Inc.
Relação

DOI:10.1080/07362994.2011.532046

Anh, Vo, Grecksch, Wilfried, & Yong, Jiongmin (2011) Regularity of backward stochastic volterra integral equations in Hilbert spaces. Stochastic Analysis and Applications, 29(1), pp. 146-168.
Fonte

Faculty of Science and Technology; Mathematical Sciences
Palavras-Chave #010200 APPLIED MATHEMATICS #010400 STATISTICS #Pontryagin maximum principle, Regularity of adapted solutions, Stochastic optimal control, Stochastic Volterra integral equations
Tipo

Journal Article
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