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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.PR2020★ 28 cited

Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems

Yushi Hamaguchi

In this paper, we study extended backward stochastic Volterra integral equations (EBSVIEs, for short). We establish the well-posedness under weaker assumptions than the literature,…