Backward stochastic Volterra integral equations—Representation of adapted solutions
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DOI: 10.1016/j.spa.2018.12.016
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Cited by:
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- Hernández, Camilo, 2023. "On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 249-298.
- Camilo Hern'andez & Dylan Possamai, 2023. "Time-inconsistent contract theory," Papers 2303.01601, arXiv.org.
- Qian Lei & Chi Seng Pun, 2023. "On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type," Papers 2307.01986, arXiv.org.
- Qian Lei & Chi Seng Pun, 2021. "Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games," Papers 2112.14409, arXiv.org, revised Sep 2023.
- Cetemen, Doruk & Feng, Felix Zhiyu & Urgun, Can, 2023.
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Journal of Economic Theory, Elsevier, vol. 208(C).
- Doruk Cetemen & Felix Zhiyu Feng & Can Urgun, 2021. "Renegotiation and Dynamic Inconsistency: Contracting with Non-Exponential Discounting," Working Papers 2021-58, Princeton University. Economics Department..
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Keywords
Backward stochastic Volterra integral equations; Adapted solutions; Representation partial differential equations; Representation of adapted solutions.;All these keywords.
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