28 citations · 101 across the 16 of their papers we have counts for
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Variation of constants formulae for forward and backward stochastic Volterra integral equations
Yushi Hamaguchi
In this paper, we provide variation of constants formulae for linear (forward) stochastic Volterra integral equations (SVIEs, for short) and linear Type-II backward stochastic Volt…
On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay
Yushi Hamaguchi
In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite dela…
Infinite horizon backward stochastic Volterra integral equations and discounted control problems
Yushi Hamaguchi
Infinite horizon backward stochastic Volterra integral equations (BSVIEs for short) are investigated. We prove the existence and uniqueness of the adapted M-solution in a weighted…
Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations
Yushi Hamaguchi, Dai Taguchi
In this paper, we study a class of Type-II backward stochastic Volterra integral equations (BSVIEs). For the adapted M-solutions, we obtain two approximation results, namely, a BSD…