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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.PR2025

Global maximum principle for optimal control of stochastic Volterra equations with singular kernels: An infinite dimensional approach

Yushi Hamaguchi

In this paper, we consider optimal control problems of stochastic Volterra equations (SVEs) with singular kernels, where the control domain is not necessarily convex. We establish…