Sequential propagation of chaos for mean-field BSDE systems (Q6194041)

scientific article; zbMATH DE number 7804887

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English	Sequential propagation of chaos for mean-field BSDE systems	scientific article; zbMATH DE number 7804887

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instance of

scholarly article

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title

Sequential propagation of chaos for mean-field BSDE systems (English)

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Chinese Annals of Mathematics. Series B

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publication date

14 February 2024

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zbMATH Keywords

backward propagation of chaos

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particle system

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sequential interaction

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McKean-Vlasov BSDE

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convergence rate

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11401-024-0002-z

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cites work

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Valuing American Options by Simulation: A Simple Least-Squares Approach

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Identifiers

Mathematics Subject Classification ID

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10.1007/S11401-024-0002-Z

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Sitelinks

Mathematics(1 entry)

mardi Publication:6194041