3 papers
math.OC2026
Optimal control problems of Stochastic Volterra integral equations under Volatility Ambiguity
Bingru Zhao, Mingshang Hu
In this paper, we study the optimal control problems for stochastic Volterra integral equations driven by G-Brownian motion under Volatility Ambiguity. With the help of G-stochasti…
math.PR2025
Backward Stochastic Volterra integral equations driven by G-Brownian motion
Bingru Zhao, Mingshang Hu
In this paper, we study the Backward stochastic Volterra integral equation driven by G-Brownian motion (G-BSVIE). By adopting a different backward iteration method, we construct th…
math.PR2025
Stochastic Volterra integral equations driven by -Brownian motion
Bingru Zhao, Renxing Li, Mingshang Hu
In this paper, we study the stochastic Volterra integral equation driven by -Brownian motion (-SVIE). The existence, uniqueness and two types of continuity of the solution to…