2 papers
math.PR2025
Anticipated backward stochastic Volterra integral equations and their applications to nonzero-sum stochastic differential games
Bixuan Yang, Tiexin Guo
In [J. Wen, Y. Shi, Stat. Probab. Lett. 156 (2020) 108599] the authors first introduced a kind of anticipated backward stochastic Volterra integral equations (anticipated BSVIEs, f…
math.PR2023
Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures
Bixuan Yang, Jinbiao Wu, Tiexin Guo
In this paper, the theory of mean-field backward doubly stochastic Volterra integral equations (MF-BDSVIEs) is studied. First, we derive the well-posedness of M-solutions to MFBDSV…