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20232025
most citedA local maximum principle for robust optimal control problems of quadratic BSDEs

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math.PR2025

Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system

Tao Hao, Ying Hu, Jiaqiang Wen

This paper studies the mean-field backward stochastic Volterra integral equations (mean-field BSVIEs) and associated particle systems. We establish the existence and uniqueness of…