Pages that link to "Item:Q2124504"
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The following pages link to Mean-field backward stochastic differential equations and applications (Q2124504):
Displaying 12 items.
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Weighted bounded mean oscillation applied to backward stochastic differential equations (Q2175336) (← links)
- Mean-field-type games with jump and regime switching (Q2175351) (← links)
- Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
- Mean-field BSDEs with jumps and dual representation for global risk measures (Q2699279) (← links)
- Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
- Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504) (← links)
- Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
- On Z-mean reflected BSDEs (Q6201862) (← links)
- Partially observed mean-field game and related mean-field forward-backward stochastic differential equation (Q6611106) (← links)
