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- W2071718518 abstract "This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The existence and uniqueness of their adapted solutions is reviewed. We establish the regularity of the adapted solutions to such equations by means of Malliavin calculus. For an application, we study an optimal control problem for a stochastic Volterra integral equation driven by a Hilbert space-valued fractional Brownian motion. A Pontryagin-type maximum principle is formulated for the problem and an example is presented." @default.
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- W2071718518 date "2010-12-27" @default.
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- W2071718518 title "Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces" @default.
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- W2071718518 doi "https://doi.org/10.1080/07362994.2011.532046" @default.
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