Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators
Probability
2021-10-05 v1
Abstract
This note aims to give an explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. The process is expressed by an integral whose kernel is explicitly given. The processes is expressed by Hida-Malliavin derivatives involving .
Keywords
Cite
@article{arxiv.2110.00753,
title = {Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators},
author = {Yong Ren and Harouna Coulibaly and Auguste Aman},
journal= {arXiv preprint arXiv:2110.00753},
year = {2021}
}
Comments
11 pages