11 citations · 31 across the 13 of their papers we have counts for
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Multi-Dimensional Super-Linear Backward Stochastic Volterra Integral Equations
Shengjun Fan, Tianxiao Wang, Jiongmin Yong
In this paper, a systematic investigation is carried out for the general solvability of multi-dimensional backward stochastic Volterra integral equations (BSVIEs) with the generato…
Path Dependent Feynman-Kac Formula for Forward Backward Stochastic Volterra Integral Equations
Hanxiao Wang, Jiongmin Yong, Jianfeng Zhang
This paper is concerned with the relationship between forward-backward stochastic Volterra integral equations (FBSVIEs, for short) and a system of (non-local in time) path dependen…
Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations
Hanxiao Wang, Jingrui Sun, Jiongmin Yong
For an $\cF_T$-measurable payoff of a European type contingent claim, the recursive utility process/dynamic risk measure can be described by the adapted solution to a backward stoc…
Backward Stochastic Volterra Integral Equations--- Representation of Adapted Solutions
Tianxiao Wang, Jiongmin Yong
For backward stochastic Volterra integral equations (BSVIEs, for short), under some mild conditions, the so-called adapted solutions or adapted M-solutions uniquely exist. However,…
Comparison Theorems for Backward Stochastic Volterra Integral Equations
Tianxiao Wang, Jiongmin Yong
For backward stochastic Volterra integral equations (BSVIEs) in multi-dimensional Euclidean spaces, comparison theorems are established in a systematic way for the adapted solution…