Well-posedness for a class of mean-field-type forward-backward stochastic differential equations and classical solutions of related master equations (Q6642870)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Well-posedness for a class of mean-field-type forward-backward stochastic differential equations and classical solutions of related master equations |
scientific article; zbMATH DE number 7948987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posedness for a class of mean-field-type forward-backward stochastic differential equations and classical solutions of related master equations |
scientific article; zbMATH DE number 7948987 |
Statements
Well-posedness for a class of mean-field-type forward-backward stochastic differential equations and classical solutions of related master equations (English)
0 references
25 November 2024
0 references
forward-backward stochastic differential equations
0 references
global solution
0 references
decoupling field
0 references
master equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
