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Well-posedness of mean-field type forward-backward stochastic differential equations - MaRDI portal

Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912)

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scientific article; zbMATH DE number 6473677
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English
Well-posedness of mean-field type forward-backward stochastic differential equations
scientific article; zbMATH DE number 6473677

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    Well-posedness of mean-field type forward-backward stochastic differential equations (English)
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    19 August 2015
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    forward-backward stochastic differential equations
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    mean field
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    monotonicity conditions
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    well-posedness
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    linear-quadratic setting
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