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Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators (2110.00753v1)
Published 2 Oct 2021 in math.PR
Abstract: This note aims to give an explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. The process $Y$ is expressed by an integral whose kernel is explicitly given. The processes $Z$ is expressed by Hida-Malliavin derivatives involving $Y$.
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