Pages that link to "Item:Q1691939"
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The following pages link to Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939):
Displaying 13 items.
- Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Mean-field backward stochastic differential equations and applications (Q2124504) (← links)
- Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (Q2356559) (← links)
- Mean-field BSDEs with jumps and dual representation for global risk measures (Q2699279) (← links)
- Comparison theorem of solutions to BSDE with jumps, and viscosity solution to a generalized Hamilton-Jacobi-Bellman equation (Q2712233) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations (Q2808056) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
- Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)
