Yushi Hamaguchi

MaRDI QIDQ2044134zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Global maximum principle for optimal control of stochastic Volterra equations with singular kernels: an infinite dimensional approach Journal of Differential Equations	2025-10-30	Paper
Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations Stochastic Processes and their Applications	2024-11-12	Paper
Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies Stochastic Processes and their Applications	2024-10-08	Paper
Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations	2024-06-26	Paper
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 ESAIM: Probability and Statistics	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 Applied Mathematics and Optimization	2023-04-03	Paper
Variation of constants formulae for forward and backward stochastic Volterra integral equations Journal of Differential 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 ESAIM: Control, Optimisation and Calculus of Variations	2021-12-13	Paper
Variation of constants formulae for forward and backward stochastic Volterra integral equations (available as arXiv preprint)	2021-12-02	Paper
Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems Mathematical Control and Related Fields	2021-11-15	Paper
On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (available as arXiv preprint)	2021-09-13	Paper
Small-time solvability of a flow of forward-backward stochastic differential equations Applied Mathematics and Optimization	2021-08-11	Paper
BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets Japan Journal of Industrial and Applied Mathematics	2021-08-04	Paper
Time-inconsistent consumption-investment problems in incomplete markets under general discount functions SIAM Journal on Control and Optimization	2021-06-22	Paper

Research outcomes over time

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