2 papers
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…
math.PR2025
Multi-dimensional anticipated backward stochastic differential equations with quadratic growth
Ying Hu, Feng Li, Jiaqiang Wen
This paper is devoted to the general solvability of anticipated backward stochastic differential equations with quadratic growth by relaxing the assumptions made by Hu, Li, and Wen…