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dc.date.accessioned2020-01-27T19:23:01Z
dc.date.available2020-03-28T23:46:46Z
dc.date.created2018-06-21T12:08:45Z
dc.date.issued2019
dc.identifier.citationHu, Yaozhong Øksendal, Bernt . Linear Volterra backward stochastic integral equations. Stochastic Processes and their Applications. 2018
dc.identifier.urihttp://hdl.handle.net/10852/72552
dc.languageEN
dc.publisherNorth-Holland
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.titleLinear Volterra backward stochastic integral equations
dc.typeJournal article
dc.creator.authorHu, Yaozhong
dc.creator.authorØksendal, Bernt
cristin.unitcode185,15,13,35
cristin.unitnameStokastisk analyse, finans, forsikring og risiko
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.qualitycode2
dc.identifier.cristin1592884
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Stochastic Processes and their Applications&rft.volume=&rft.spage=&rft.date=2018
dc.identifier.jtitleStochastic Processes and their Applications
dc.identifier.volume129
dc.identifier.issue2
dc.identifier.startpage626
dc.identifier.endpage633
dc.identifier.doihttps://doi.org/10.1016/j.spa.2018.03.016
dc.identifier.urnURN:NBN:no-75676
dc.type.documentTidsskriftartikkel
dc.type.peerreviewedPeer reviewed
dc.source.issn0304-4149
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/72552/2/%255BHO%255DLinearVolterraPTRF-S-17-00264.pdf
dc.type.versionAcceptedVersion
dc.relation.projectNFR/250768


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