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Cited article:

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Picard Approximation of a Singular Backward Stochastic Nonlinear Volterra Integral Equation

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Anticipated Backward Stochastic Volterra Integral Equations with Jumps and Applications to Dynamic Risk Measures

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Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations

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Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 58 (2) (2022)
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A unified approach to well-posedness of type-I backward stochastic Volterra integral equations

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Electronic Journal of Probability 26 (none) (2021)
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