Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations (Q6048573)
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scientific article; zbMATH DE number 7748192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations |
scientific article; zbMATH DE number 7748192 |
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Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations (English)
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11 October 2023
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mean-field backward doubly stochastic differential equations
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backward SPDE of mean-field type
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Master equation
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Itô's formula
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value function
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Malliavin calculus
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