A framework using Hida-Malliavin calculus shows that adjoints for delayed stochastic Volterra equations satisfy anticipated backward stochastic Volterra integral equations, yielding necessary and sufficient stochastic maximum principles.
Nualart (2006).The Malliavin Calculus and Related Topics
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New approach to optimal control of delayed stochastic Volterra integral equations
A framework using Hida-Malliavin calculus shows that adjoints for delayed stochastic Volterra equations satisfy anticipated backward stochastic Volterra integral equations, yielding necessary and sufficient stochastic maximum principles.