Mean‐field backward stochastic differential equations driven by <i>G</i>‐Brownian motion and related partial differential equations (Q5120014)
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scientific article; zbMATH DE number 7245301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean‐field backward stochastic differential equations driven by <i>G</i>‐Brownian motion and related partial differential equations |
scientific article; zbMATH DE number 7245301 |
Statements
Mean‐field backward stochastic differential equations driven by <i>G</i>‐Brownian motion and related partial differential equations (English)
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9 September 2020
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comparison theorem
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Feynman-Kac formula
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\(G\)-Brownian motion
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mean-field backward stochastic differential equations
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