Sequential propagation of chaos for mean-field BSDE systems

DOI10.1007/s11401-024-0002-zOpenAlexW4391670626WikidataQ128364791 ScholiaQ128364791MaRDI QIDQ6194041

Kai Du, Xiaochen Li

Publication date: 14 February 2024

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-024-0002-z

zbMATH Keywords

convergence rateparticle systemMcKean-Vlasov BSDEbackward propagation of chaossequential interaction

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Diffusion processes (60J60) Convergence of probability measures (60B10) Stochastic particle methods (65C35)

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