Mean-field reflected backward stochastic differential equations (Q712528): Difference between revisions

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-Luo, Jiaowan
@@ Property / author: Luo, Jiaowan / rank @@
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+Luo, Jiaowan
@@ Property / author: Luo, Jiaowan / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W1964653656
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+.06079
@@ Property / arXiv ID: 1911.06079 / rank @@
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@@ Property / cites work @@
+Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control
+Normal rank
@@ Property / cites work @@
+A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space
+Normal rank
@@ Property / cites work @@
+McKean–Vlasov Limit in Portfolio Optimization
@@ Property / cites work: McKean–Vlasov Limit in Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations: A limit approach
+Normal rank
@@ Property / cites work @@
+Dynamics of the McKean-Vlasov equation
@@ Property / cites work: Dynamics of the McKean-Vlasov equation / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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@@ Property / cites work @@
+Q3236483
@@ Property / cites work: Q3236483 / rank @@
+Normal rank
@@ Property / cites work @@
+A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
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@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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@@ Property / cites work @@
+Stochastic differential equations for multi-dimensional domain with reflecting boundary
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic Volterra integral equations
+Normal rank