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Generalized mean-field backward stochastic differential equations and related partial differential equations - MaRDI portal

Generalized mean-field backward stochastic differential equations and related partial differential equations (Q5014759)

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scientific article; zbMATH DE number 7441219
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Generalized mean-field backward stochastic differential equations and related partial differential equations
scientific article; zbMATH DE number 7441219

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    Generalized mean-field backward stochastic differential equations and related partial differential equations (English)
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    8 December 2021
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    backward stochastic differential equations
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    reflected McKean-Vlasov equation
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    partial differential equations
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    Neumann boundary condition
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    viscosity solution
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    mean-field models
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