Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912): Difference between revisions

@@ Property / author @@
-Sheung Chi Phillip Yam
@@ Property / author: Sheung Chi Phillip Yam / rank @@
-Normal rank
@@ Property / author @@
-Zheng Zhang
@@ Property / author: Zheng Zhang / rank @@
-Normal rank
@@ Property / author @@
+Sheung Chi Phillip Yam
@@ Property / author: Sheung Chi Phillip Yam / rank @@
+Normal rank
@@ Property / author @@
+Zheng Zhang
@@ Property / author: Zheng Zhang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6473677
@@ Property / zbMATH DE Number: 6473677 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forward-backward stochastic differential equations
+Normal rank
@@ Property / zbMATH Keywords @@
+mean field
@@ Property / zbMATH Keywords: mean field / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+monotonicity conditions
@@ Property / zbMATH Keywords: monotonicity conditions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+well-posedness
@@ Property / zbMATH Keywords: well-posedness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear-quadratic setting
@@ Property / zbMATH Keywords: linear-quadratic setting / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2015.04.006
+Normal rank
@@ Property / OpenAlex ID @@
+W342919933
@@ Property / OpenAlex ID: W342919933 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations: A limit approach
+Normal rank
@@ Property / cites work @@
+Mean field forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+Probabilistic Analysis of Mean-Field Games
@@ Property / cites work: Probabilistic Analysis of Mean-Field Games / rank @@
+Normal rank
@@ Property / cites work @@
+On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:491912