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20182025
most citedNonlocal Fully Nonlinear Parabolic Differential Equations Arising in Time-Inconsistent Problems

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math.PR2025

A Malliavin Calculus Approach to Backward Stochastic Volterra Integral Equations

Qian Lei, Chi Seng Pun

In this paper, we establish existence, uniqueness, and regularity properties of the solutions to multi-dimensional backward stochastic Volterra integral equations (BSVIEs), whose (…