A framework using Hida-Malliavin calculus shows that adjoints for delayed stochastic Volterra equations satisfy anticipated backward stochastic Volterra integral equations, yielding necessary and sufficient stochastic maximum principles.
Solvability of general backward stochastic V olterra integral equa- tions
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New approach to optimal control of delayed stochastic Volterra integral equations
A framework using Hida-Malliavin calculus shows that adjoints for delayed stochastic Volterra equations satisfy anticipated backward stochastic Volterra integral equations, yielding necessary and sufficient stochastic maximum principles.