Mean-Field Backward Doubly Stochastic Differential Equations and Applications

DOI10.16205/J.CNKI.CAMA.2020.0029zbMath1474.60160arXiv1108.5590MaRDI QIDQ4998237

Qing-Feng Zhu, Tian Xiao Wang, Yu-feng Shi

Publication date: 1 July 2021

Full work available at URL: https://arxiv.org/abs/1108.5590

zbMATH Keywords

maximum principlebackward doubly stochastic differential equationsmean-fieldlinear quadratic optimal controlnonlocal stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

This page was built for publication: Mean-Field Backward Doubly Stochastic Differential Equations and Applications