Mean-field reflected backward stochastic differential equations (Q6109917)
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scientific article; zbMATH DE number 7720485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field reflected backward stochastic differential equations |
scientific article; zbMATH DE number 7720485 |
Statements
Mean-field reflected backward stochastic differential equations (English)
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31 July 2023
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backward SDEs
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mean-field
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penalization
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Snell envelope
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