학술
기타
Explicit Solution of Infinite-Horizon Linear Backward Stochastic Volterra Integral Equations
arXiv Math
조회 0
이 뉴스, 어떠셨어요?
한 번의 탭으로 반응을 남겨요 · 로그인 불필요
CC BY
이 매체는 공공·자유 라이선스로 본문을 직접 표시합니다.Abstract
We study linear backward stochastic Volterra integral equations (BSVIEs) on the infinite time horizon.
By introducing weighted function spaces with exponential decay, we establish existence and uniqueness of adapted M-solutions.
We construct an infinite-horizon resolvent kernel and derive explicit formulas for the solution components (Y,Z,K) using a Girsanov transformation and Hida Malliavin calculus.
The results extend the finite-horizon theory of Hu and Oksendal to the infinite horizon framework.
관련 뉴스
관련 뉴스 제보는 로그인 후 가능합니다.
'research' 카테고리 뉴스
Rise Time Effects of a Portable Inductive Energy Storage Pulse Generator on NO Production in Spark Discharges
arXiv Physics
ConSolv: Solvent-Conditional Machine Learning Implicit Solvent Potential
arXiv Physics
Machine Learning Approaches for Improved Scalability of Metallic Magnetic Calorimeters
arXiv Physics