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20172023
most citedOn quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications

2 citations · 3 across the 5 of their papers we have counts for

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Showing 2020 · math.PRShow all

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math.PR2020

A unified approach to well-posedness of type-I backward stochastic Volterra integral equations

Camilo Hernández, Dylan Possamaï

We study a novel general class of multidimensional type-I backward stochastic Volterra integral equations. Toward this goal, we introduce an infinite dimensional system of standard…