2 papers
math.PR2026
Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay
Ibtissem Djaber, Hafiane Nawel, Samia Yakhlef
We consider an optimal control problem for infinite horizon systems governed by coupled forward-backward stochastic Volterra integral equations with delay. Using Hida-Malliavin cal…
math.PR2026
Explicit Solution of Infinite-Horizon Linear Backward Stochastic Volterra Integral Equations
Samia Yakhlef, Hilal Ardjani
We study linear backward stochastic Volterra integral equations (BSVIEs) on the infinite time horizon. By introducing weighted function spaces with exponential decay, we establish…