Establishes well-posedness, comparison, and regularity for generalized anticipated BSVIEs, then obtains the first maximum principle and Nash equilibrium for nonzero-sum SDVIE games via linear adjoint equations.
Yu, On forward-backward stochastic differential equation s in a domination- monotonicity framework, Appl
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Anticipated backward stochastic Volterra integral equations and their applications to nonzero-sum stochastic differential games
Establishes well-posedness, comparison, and regularity for generalized anticipated BSVIEs, then obtains the first maximum principle and Nash equilibrium for nonzero-sum SDVIE games via linear adjoint equations.