Comparison theorems for multi-dimensional general mean-field BDSDES

DOI10.1007/s10473-021-0216-zOpenAlexW3128756712MaRDI QIDQ2154862

Yanyan Li

Publication date: 15 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10473-021-0216-z

zbMATH Keywords

backward doubly stochastic differential equationsmean-fieldcontinuous conditionmulti-dimensional comparison theorem

Mathematics Subject Classification ID

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

Related Items (2)

Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations ⋮ General coupled mean-field reflected forward-backward stochastic differential equations

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