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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.OC2014

Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations

Yufeng Shi, Tianxiao Wang, Jiongmin Yong

Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs in short) are formulated and studied. A general duality principle is established for li…