Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634)
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scientific article; zbMATH DE number 7814077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures |
scientific article; zbMATH DE number 7814077 |
Statements
Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (English)
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6 March 2024
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mean-field backward doubly stochastic Volterra integral equation
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regularity of M-solutions
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Malliavin calculus
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comparison theorem
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dynamic risk measure
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