Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators
Auguste, A., Ren, Y., COULIBALY, H. (2025). Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. EKB Journal Management System, 13(2), 1-13. doi: 10.21608/ejmaa.2025.297556.1224
Aman Auguste; Yong Ren; HAROUNA COULIBALY. "Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators". EKB Journal Management System, 13, 2, 2025, 1-13. doi: 10.21608/ejmaa.2025.297556.1224
Auguste, A., Ren, Y., COULIBALY, H. (2025). 'Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators', EKB Journal Management System, 13(2), pp. 1-13. doi: 10.21608/ejmaa.2025.297556.1224
Auguste, A., Ren, Y., COULIBALY, H. Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. EKB Journal Management System, 2025; 13(2): 1-13. doi: 10.21608/ejmaa.2025.297556.1224

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

Electronic Journal of Mathematical Analysis and Applications
Volume 13, Issue 2, 2025, Page 1-13  XML PDF (267.1 K)
Document Type: Regular research papers
DOI: 10.21608/ejmaa.2025.297556.1224
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Authors
Aman Auguste email orcid 1; Yong Ren2; HAROUNA COULIBALY3
1Université Félix Houphouët-Boigny, UFR Mathématiques et Informatique
2Anhui Normal University, Department of Mathematics, Wuhu, China
3Ecole Supérieure Africaine des Technologies de l'Information et de la Communication, Treichville, 18 BP 1501 Abidjan, Côte d'Ivoire
Abstract
This note deal with the linear backward stochastic Volterra integral equations. Our objectif is to give an explicit expression of the solution for this type 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. 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 $Y$. This paper generalized
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 $Y$. This paper generalized
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 $Y$. This paper generalized
Keywords
Backward stochastic Volterra integral equation; time delayed generator; Linear equation; Explicit solution; Hida- Malliavin derivative
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