MEAN-FIELD BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS
Abbreviated Journal Title
Discrete Contin. Dyn. Syst.-Ser. B
Mean-field stochastic Volterra integral equation; mean-field backward; stochastic Volterra integral equation; duality principle; maximum; principle; MCKEAN-VLASOV EQUATION; HILBERT-SPACE; DIFFERENTIAL-EQUATION; EVOLUTION; EQUATION; ADAPTED SOLUTION; LIMIT; DIFFUSIONS; REGULARITY; DYNAMICS; Mathematics, Applied
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. A Pontryagin's type maximum principle is established for an optimal control of MF-FSVIEs.
Discrete and Continuous Dynamical Systems-Series B
"MEAN-FIELD BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS" (2013). Faculty Bibliography 2010s. 4692.