4 papers
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…
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…
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…
BSDEs driven by G-Brownian motion with time-varying uniformly continuous generators
Bingru Zhao
In this paper, we study the backward stochastic differential equations driven by G-Brownian motion under the condition that the generator is time-varying Lipschitz continuous with…