3 citations · 5 across the 4 of their papers we have counts for
Showing math.PRShow all
3 papers · 1 filter
math.PR2025
Anticipated backward stochastic Volterra integral equations and their applications to nonzero-sum stochastic differential games
Bixuan Yang, Tiexin Guo
In [J. Wen, Y. Shi, Stat. Probab. Lett. 156 (2020) 108599] the authors first introduced a kind of anticipated backward stochastic Volterra integral equations (anticipated BSVIEs, f…
math.PR2023
Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures
Bixuan Yang, Jinbiao Wu, Tiexin Guo
In this paper, the theory of mean-field backward doubly stochastic Volterra integral equations (MF-BDSVIEs) is studied. First, we derive the well-posedness of M-solutions to MFBDSV…
math.PR2014★ 3 cited
Analysis of the equilibrium strategies in the Geo/Geo/1 queue with multiple working vacations
Yang Bixuan, Hou Zhenting, Wu Jinbiao +1
This paper studies the equilibrium behavior of customers in the Geo/Geo/1 queueing system with multiple working vacations. The arriving customers decide whether to join or to balk…