3 citations · 5 across the 4 of their papers we have counts for
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Zero-sum linear quadratic stochastic integral games and BSVIEs
Tianxiao Wang, Yufeng Shi
This paper formulates and studies a linear quadratic (LQ for short) game problem governed by linear stochastic Volterra integral equation. Sufficient and necessary condition of the…
A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance
Tianxiao Wang, Yufeng Shi
This paper formulates and studies a stochastic maximum principle for forward-backward stochastic Volterra integral equations (FBSVIEs in short), while the control area is assumed t…
BSVIEs with stochastic Lipschitz coefficients and applications in finance
Tianxiao Wang
This paper is concerned with existence and uniqueness of M-solutions of backward stochastic Volterra integral equations (BSVIEs for short), which Lipschitz coefficients are allowed…
Solvability of general backward stochastic Volterra integral equation with non-Lipschitz coefficients
Tianxiao Wang, Yufeng Shi
In this paper we study the unique solvability of backward stochastic Volterra integral equations (BSVIEs in short), in terms of both the M-solutions introduced in [17] and the adap…