Pith. sign in

REVIEW 1 cited by

Mean-Field Backward Stochastic Volterra Integral Equations

Not yet reviewed by Pith; the record is open.

Re-run · record.json Download PDF Read on arXiv ↗

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1104.4725 v2 pith:LQV6K3KO submitted 2011-04-25 math.PR cs.SYeess.SYmath.OC

Yufeng Shi , Tianxiao Wang , Jiongmin Yong This is my paper · ORCID
classification math.PRcs.SYeess.SYmath.OC
keywords mf-bsviesequationsintegralmean-fieldstochasticvolterraadaptedbackward
verification ladder T0 review T1 audit T2 compute T3 formal

Signed reviews

No signed human review yet.

0 comments
read the original abstract

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-solutions is established. Two duality principles between linear mean-field (forward) stochastic Volterra integral equations (MF-FSVIEs, for short) and MF-BSVIEs are obtained. As applications, a multi-dimensional comparison theorem is proved for adapted M-solutions of MF-BSVIEs and a maximum principle is established for an optimal control of MF-FSVIEs.

Discussion (0). Continue with ORCID to comment.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces

    math.PR 2024-11 conditional novelty 6.0 of 10

    Existence and uniqueness of adapted M-solutions is proved for singular mean-field BSVIEs in Hilbert spaces, with an application to stochastic maximum principles.

Pith tools