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	Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
	Wen J.; Shi Y.
刊名	Computers and Mathematics with Applications
	2019
关键词	Backward doubly stochastic Volterra integral equation Backward stochastic integral Symmetrical martingale solution
DOI	10.1016/j.camwa.2019.09.006
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4552466
专题	山东大学
作者单位	1.Institute for Financial Studies and School of Mathematics, Shandong University, Jinan, 250100, China 2.Institute for Financial Studie
推荐引用方式 GB/T 7714	Wen J.,Shi Y.. Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations[J]. Computers and Mathematics with Applications,2019.
APA	Wen J.,&Shi Y..(2019).Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations.Computers and Mathematics with Applications.
MLA	Wen J.,et al."Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations".Computers and Mathematics with Applications (2019).

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