Generalized mean-field backward stochastic differential equations and related partial differential equations

DOI10.1080/00036811.2020.1716970zbMath1495.60050OpenAlexW3002143789WikidataQ126302912 ScholiaQ126302912MaRDI QIDQ5014759

Xinwei Feng

Publication date: 8 December 2021

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2020.1716970

zbMATH Keywords

viscosity solutionNeumann boundary conditionbackward stochastic differential equationspartial differential equationsmean-field modelsreflected McKean-Vlasov equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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