BDSVIEs are defined and proven well-posed via M-solutions; a comparison theorem yields existence results for continuous coefficients, a duality with FDSVIEs is shown, and a maximum principle is derived for optimal control problems.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Backward doubly stochastic Volterra integral equations and applications to optimal control problems
BDSVIEs are defined and proven well-posed via M-solutions; a comparison theorem yields existence results for continuous coefficients, a duality with FDSVIEs is shown, and a maximum principle is derived for optimal control problems.