Mean-field backward stochastic differential equations and applications (Q2124504)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field backward stochastic differential equations and applications |
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Mean-field backward stochastic differential equations and applications (English)
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11 April 2022
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mean-field backward stochastic differential equations
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existence and uniqueness
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linear mean-field BSDE
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explicit solution
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mean-field recursive utility problem
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