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Backward Stochastic Volterra Integral Equations

Backward Stochastic Volterra Integral Equations

Hardcover

Series: Probability Theory and Stochastic Modelling, Book 109

Probability & Statistics

ISBN10: 3032208475
ISBN13: 9783032208477
Publisher: Springer
Published: Aug 3 2026
Pages: 601
Weight: 2.27
Height: 1.43 Width: 6.50 Depth: 9.27
Language: English
Backward Stochastic Volterra Integral Equations (BSVIEs) have evolved into one of the most powerful and flexible mathematical frameworks for modeling systems with memory, time-inconsistency, nonlinear dynamics, and path-dependent uncertainty. Spanning foundational theory through cutting-edge research, this comprehensive monograph offers the first unified and rigorous treatment of BSVIEs in their full generality.

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Probability & Statistics