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20092023
most citedMean-Field Backward Stochastic Volterra Integral Equations

11 citations · 48 across the 24 of their papers we have counts for

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math.PR2011★ 3 cited

Mean-Field Backward Doubly Stochastic Differential Equations and Applications

Tianxiao Wang, Qingfeng Zhu, Yufeng Shi

Mean-field backward doubly stochastic differential equations (MF-BDSDEs, for short) are introduced and studied. The existence and uniqueness of solutions for MF-BDSDEs is establish…

math.PR2011★ 11 cited

Mean-Field Backward Stochastic Volterra Integral Equations

Yufeng Shi, Tianxiao Wang, Jiongmin Yong

Mean-field backward stochastic Volterra integral equations (MF-BSVIEs, for short) are introduced and studied. Well-posedness of MF-BSVIEs in the sense of introduced adapted M-solut…