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• W2019013909 abstract "Backward stochastic Volterra integral equations (BSVIEs, for short) are introduced. The existence and uniqueness of adapted solutions are established. A duality principle between linear BSVIEs and (forward) stochastic Volterra integral equations is obtained. As applications of the duality principle, a comparison theorem is proved for the adapted solutions of BSVIEs, and a Pontryagin type maximum principle is established for an optimal control of stochastic integral equations." @default.
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• W2019013909 date "2006-05-01" @default.
• W2019013909 modified "2023-10-16" @default.
• W2019013909 title "Backward stochastic Volterra integral equations and some related problems" @default.
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• W2019013909 doi "https://doi.org/10.1016/j.spa.2006.01.005" @default.
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