In this paper, we introduce a new class of equations called backward doubly stochastic
Volterra integral equations (BDSVIEs, for short). First, the well-posedness of BDSVIEs in the …

In this paper, we study the multi-dimensional mean-field backward stochastic differential
equations (BSDEs, for short) with quadratic growth. Under small terminal value, the …

In this paper, we study the solvability of anticipated backward stochastic differential
equations (BSDEs, for short) with quadratic growth for one-dimensional case and multi …

We study a coupled fractional mean-field forward–backward stochastic differential equation
(MF-FBSDE), in which the coefficients involved could also depend upon the distribution of …

In this paper, we investigate a kind of partial information linear-quadratic optimal control
problem driven by a backward stochastic differential equation, where the state equation and …

In this paper, we investigate open-loop and weak closed-loop solvabilities of stochastic
linear quadratic (LQ, for short) optimal control problem of Markovian regime switching …

In this work, we will try to weaken the hypothesis imposed by Hu and Peng. We will be
concerned with finding the solution of locally monotone BSDEs associated to fBm. As an …

In this paper, we discuss a new type of mean-field anticipated backward stochastic
differential equation with a time-delayed generator (MF-DABSDEs) which extends the …

In this paper, we focus on a new class of equations called the anticipated backward
stochastic Volterra integral equations (ABSVIEs, for short). In this class of equations, the …

We consider a new class of mixed linear-quadratic Nash games and social optimization for
two types of interactive agents. One is called a major agent and the others are minor agents …