Yushi Hamaguchi

Available identifiers

zbMath Open hamaguchi.yushiMaRDI QIDQ2044134

List of research outcomes

Publication	Date of Publication	Type
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and non-degenerate noise	2023-10-24	Paper
Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations	2023-08-21	Paper
Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations	2023-04-13	Paper
On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay	2023-04-03	Paper
Variation of constants formulae for forward and backward stochastic Volterra integral equations	2022-11-28	Paper
Linear-quadratic stochastic Volterra controls II: Optimal strategies and Riccati--Volterra equations	2022-04-21	Paper
Linear-quadratic stochastic Volterra controls I: Causal feedback strategies	2022-04-18	Paper
Infinite horizon backward stochastic Volterra integral equations and discounted control problems	2021-12-13	Paper
Variation of constants formulae for forward and backward stochastic Volterra integral equations	2021-12-02	Paper
Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems	2021-11-15	Paper
On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay	2021-09-13	Paper
Small-time solvability of a flow of forward-backward stochastic differential equations	2021-08-11	Paper
BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets	2021-08-04	Paper
Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions	2021-06-22	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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