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20182026
most citedExtended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems

28 citations · 101 across the 16 of their papers we have counts for

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math.PR2018★ 1 cited

BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets

Yushi Hamaguchi

We consider Lipschitz-type backward stochastic differential equations (BSDEs) driven by cylindrical martingales on the space of continuous functions. We show the existence and uniq…