| Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems Y Hamaguchi Mathematical Control & Related Fields 11 (2), 433-478, 2021 | 30 | 2021 |
| Small-time solvability of a flow of forward–backward stochastic differential equations Y Hamaguchi Applied Mathematics & Optimization 84 (1), 567-588, 2021 | 21 | 2021 |
| On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay Y Hamaguchi Applied Mathematics & Optimization 87 (3), 42, 2023 | 19 | 2023 |
| Infinite horizon backward stochastic Volterra integral equations and discounted control problems Y Hamaguchi ESAIM: Control, Optimisation and Calculus of Variations 27, 47 pages, 2021 | 19 | 2021 |
| Time-inconsistent consumption-investment problems in incomplete markets under general discount functions Y Hamaguchi SIAM Journal on Control and Optimization 59 (3), 2121-2146, 2021 | 18 | 2021 |
| Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations Y Hamaguchi Stochastic Processes and their Applications 178, 104482, 2024 | 11 | 2024 |
| Linear-quadratic stochastic volterra controls II. Optimal strategies and riccati-volterra equations Y Hamaguchi, T Wang ESAIM: Control, Optimisation and Calculus of Variations 30, 48, 2024 | 8 | 2024 |
| Variation of constants formulae for forward and backward stochastic Volterra integral equations Y Hamaguchi Journal of Differential Equations 343, 332-389, 2023 | 8 | 2023 |
| Weak well-posedness of stochastic Volterra equations with completely monotone kernels and non-degenerate noise Y Hamaguchi arXiv preprint arXiv:2310.16030, 2023 | 7 | 2023 |
| Linear-quadratic stochastic Volterra controls I: Causal feedback strategies Y Hamaguchi, T Wang Stochastic Processes and their Applications, 104449, 2024 | 6 | 2024 |
| Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations Y Hamaguchi, D Taguchi ESAIM: Probability and Statistics 27, 19-79, 2023 | 2 | 2023 |
| BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets Y Hamaguchi Japan Journal of Industrial and Applied Mathematics 38 (2), 425-453, 2021 | 1 | 2021 |
| A generalized coupling approach for the weak approximation of stochastic functional differential equations Y Hamaguchi, D Taguchi arXiv preprint arXiv:2412.18523, 2024 | | 2024 |
| Periodic portfolio selection with quasi-hyperbolic discounting Y Hamaguchi, ASL Tse arXiv preprint arXiv:2410.18240, 2024 | | 2024 |
Dai TaguchiKansai university
Dai TaguchiKansai university