Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963271230
@@ Property / OpenAlex ID: W2963271230 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0628
@@ Property / arXiv ID: 1210.0628 / rank @@
+Normal rank
@@ Property / cites work @@
+A maximum principle for SDEs of mean-field type
@@ Property / cites work: A maximum principle for SDEs of mean-field type / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Linear-quadratic mean field games
@@ Property / cites work: Linear-quadratic mean field games / rank @@
+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 @@
+Some stochastic particle methods for nonlinear  parabolic PDEs
+Normal rank
@@ Property / cites work @@
+A stochastic particle method for the McKean-Vlasov and the Burgers equation
+Normal rank
@@ Property / cites work @@
+Stochastic differential games with reflection and related obstacle problems for Isaacs equations
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations: A limit approach
+Normal rank
@@ Property / cites work @@
+A general stochastic maximum principle for SDEs of mean-field type
+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 @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic maximum principle in the mean-field controls
+Normal rank
@@ Property / cites work @@
+Mean-field reflected backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
+Normal rank
@@ Property / cites work @@
+Q4895007
@@ Property / cites work: Q4895007 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
+Normal rank
@@ Property / cites work @@
+McKean-Vlasov limit for interacting random processes in random media.
+Normal rank
@@ Property / cites work @@
+Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations
+Normal rank
@@ Property / cites work @@
+Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation
+Normal rank