paper

Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators

arXiv:2110.00753

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 .

11 pages

Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators · wovepaper