English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

In this paper, the theory of mean-field backward doubly stochastic Volterraintegral equations (MF-BDSVIEs) is studied. First, we derive the well-posednessof M-solutions to MFBDSVIEs, and prove the comparison theorem for such a typeof equations. Furthermore, the regularity result of the M-solution forMF-BDSVIEs is established by virtue of Malliavin calculus. Finally, as anapplication of the comparison theorem, we obtain the properties of dynamic riskmeasures governed by MF-BDSVIEs.

Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures