Wang, Tianxiao; Yong, Jiongmin - In: Stochastic Processes and their Applications 125 (2015) 5, pp. 1756-1798
Volterra integral equations (FSVIEs) are also presented. Duality principles are used in some relevant proofs. Also, it is found … theorems for (forward) stochastic differential equations, backward stochastic differential equations, and (forward) stochastic …