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Mean-field backward stochastic differential equations in general probability spaces - MaRDI portal

Mean-field backward stochastic differential equations in general probability spaces (Q1663545)

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scientific article; zbMATH DE number 6921642
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Mean-field backward stochastic differential equations in general probability spaces
scientific article; zbMATH DE number 6921642

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    Mean-field backward stochastic differential equations in general probability spaces (English)
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    21 August 2018
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    mean-field backward stochastic
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    differential equation
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    Stieltjes measure
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    comparison theorem
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