General mean-field BSDEs with continuous coefficients
From MaRDI portal
Publication:1645122
DOI10.1016/j.jmaa.2018.05.074zbMath1390.60214OpenAlexW2806234151WikidataQ129741123 ScholiaQ129741123MaRDI QIDQ1645122
Publication date: 28 June 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.05.074
Related Items (7)
\(L^p\) solution of general mean-field BSDEs with continuous coefficients ⋮ Comparison theorems for multi-dimensional general mean-field BDSDES ⋮ Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations ⋮ McKean-Vlasov BSDEs with locally monotone coefficient ⋮ General coupled mean-field reflected forward-backward stochastic differential equations ⋮ Mean-field doubly reflected backward stochastic differential equations ⋮ General mean-field BDSDEs with continuous coefficients
Cites Work
- Unnamed Item
- Mean-field SDEs with jumps and nonlocal integral-PDEs
- Adapted solution of a backward stochastic differential equation
- Mean-field backward stochastic differential equations and related partial differential equations
- Mean-field backward stochastic differential equations: A limit approach
- Mean field games
- Backward stochastic differential equations with continuous coefficient
- Mean-field stochastic differential equations and associated PDEs
- Stochastic differential equations, backward SDEs, partial differential equations
- Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
- Backward Stochastic Differential Equations in Finance
This page was built for publication: General mean-field BSDEs with continuous coefficients
