Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533): Difference between revisions

@@ Property / OpenAlex ID @@
+W2525614238
@@ Property / OpenAlex ID: W2525614238 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5845
@@ Property / arXiv ID: 1310.5845 / rank @@
+Normal rank
@@ 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 @@
+Mean-field backward stochastic differential equations and related partial differential equations
+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 @@
+Approximate McKean–Vlasov representations for a class of SPDEs
+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 @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Backward equations, stochastic control and zero-sum stochastic differential games
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+A stochastic approach to a multivalued Dirichlet-Neumann problem
+Normal rank
@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
+Normal rank
@@ Property / cites work @@
+Q4379369
@@ Property / cites work: Q4379369 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with subdifferential operator and related variational inequalities
+Normal rank
@@ Property / cites work @@
+Backward stochastic variational inequalities
@@ Property / cites work: Backward stochastic variational inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Mean-field backward doubly stochastic differential equations and related SPDEs
+Normal rank