Mean-field backward stochastic differential equations in general probability spaces

DOI10.1016/j.amc.2015.04.014zbMath1410.60056OpenAlexW2051823722MaRDI QIDQ1663545

Lanying Hu, Yong Ren, Wen Lu

Publication date: 21 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.014

zbMATH Keywords

comparison theoremdifferential equationmean-field backward stochasticStieltjes measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40)

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