Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (Q2667765)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain |
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Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (English)
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1 March 2022
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reflected mean-field BSDE
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reflected nonlocal PDE
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penalization method
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Sobolev space
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stochastic flow
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weak solution
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