Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations

DOI10.1155/2014/194341zbMath1469.60200OpenAlexW1968886571WikidataQ59035949 ScholiaQ59035949MaRDI QIDQ1722321

Yu-feng Shi, Qing-Feng Zhu

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/194341

zbMATH Keywords

nonlocal stochastic partial differential equationsmean-field forward-backward doubly stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type

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