Singular Mean‐Field Backward Stochastic Volterra Integral Equations in Infinite Dimensional Spaces

ABSTRACT This paper investigates the well‐posedness of singular mean‐field backward stochastic Volterra integral equations (MF‐BSVIEs) in infinite‐dimensional spaces. We consider the equation, , where the focus lies on establishing the existence and uniqueness of adapted M‐solutions under appropriate conditions. A key contribution of this work is the development of essential lemmas that provide a rigorous foundation for analyzing the well‐posedness of these equations. In addition, we extend our analysis to singular mean‐field forward stochastic Volterra integral equations (MF‐FSVIEs) in infinite‐dimensional spaces, demonstrating their solvability and unique adapted solutions. Finally, we strengthen our theoretical results by applying them to derive stochastic maximum principles, showcasing the practical relevance of the proposed framework. These findings contribute to the growing body of research on mean‐field stochastic equations and their applications in control theory and mathematical finance.

Authors

Institutions

Publication Details

Journal
Mathematical Methods in the Applied Sciences
Published
2025-05-26
DOI
https://doi.org/10.1002/mma.11081
Citations
1
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
2.21
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Singular Mean‐Field Backward Stochastic Volterra Integral Equations in Infinite Dimensional Spaces

Javad A. Asadzade, Nazım I. Mahmudov
1 citations
Mathematical Methods in the Applied Sciences
Stochastic processes and financial applications
2.21
article

Singular Mean‐Field Backward Stochastic Volterra Integral Equations in Infinite Dimensional Spaces

Javad A. Asadzade, Nazım I. Mahmudov
article en
1 citations

Abstract

ABSTRACT This paper investigates the well‐posedness of singular mean‐field backward stochastic Volterra integral equations (MF‐BSVIEs) in infinite‐dimensional spaces. We consider the equation, , where the focus lies on establishing the existence and uniqueness of adapted M‐solutions under appropriate conditions. A key contribution of this work is the development of essential lemmas that provide a rigorous foundation for analyzing the well‐posedness of these equations. In addition, we extend our analysis to singular mean‐field forward stochastic Volterra integral equations (MF‐FSVIEs) in infinite‐dimensional spaces, demonstrating their solvability and unique adapted solutions. Finally, we strengthen our theoretical results by applying them to derive stochastic maximum principles, showcasing the practical relevance of the proposed framework. These findings contribute to the growing body of research on mean‐field stochastic equations and their applications in control theory and mathematical finance.

Mathematical Methods in the Applied SciencesVol. 48(13)
Eastern Mediterranean University (CY), Azerbaijan State University of Economics (AZ)
Decent work and economic growth
Openalex Percentile: Top 14%
Stochastic processes and financial applications
2.21
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

Singular Mean‐Field Backward Stochastic Volterra Integral Equations in Infinite Dimensional Spaces — Javad A. Asadzade, Nazım I. Mahmudov · Mathematical Methods in the Applied Sciences (2025) | TGRS Research Map | TGRS