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

Auguste, Aman; Ren, Yong; COULIBALY, HAROUNA

doi:10.21608/ejmaa.2025.297556.1224

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

Document Type : Regular research papers

Authors

¹ Université Félix Houphouët-Boigny, UFR Mathématiques et Informatique

² Anhui Normal University, Department of Mathematics, Wuhu, China

³ Ecole Supérieure Africaine des Technologies de l'Information et de la Communication, Treichville, 18 BP 1501 Abidjan, Côte d'Ivoire

10.21608/ejmaa.2025.297556.1224

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