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Continuous-time dynamic risk measures by backward stochastic Volterra integral equations

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2009On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces43 cited
2014Comparison theorems for some backward stochastic Volterra integral equations

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2015Optimal control problems of forward-backward stochastic Volterra integral equations39 cited

2019Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations38 cited

2020Backward doubly stochastic Volterra integral equations and their applications30 cited

2012SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS28 cited

2013On a class of backward stochastic Volterra integral equations28 cited

2020Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula26 cited

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2019Dynamic risk measure for BSVIE with jumps and semimartingale issues26 cited

2022Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations24 cited

2011Rough Volterra equations 2: Convolutional generalized integrals21 cited

2015Backward stochastic Volterra integral equations with additive perturbations21 cited