Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616): Difference between revisions

@@ 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/10.1007/s00030-016-0366-1
+Normal rank
@@ Property / OpenAlex ID @@
+W2324132765
@@ Property / OpenAlex ID: W2324132765 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with jumps
@@ Property / cites work: Stochastic differential equations with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Market Structure in the Presence of Marked Point Processes
+Normal rank
@@ Property / cites work @@
+A stochastic particle method for the McKean-Vlasov and the Burgers equation
+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 @@
+Mean-field stochastic differential equations and associated PDEs
+Normal rank
@@ Property / cites work @@
+Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Long time average of first order mean field games and weak KAM theory
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+The Master Equation for Large Population Equilibriums
+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 @@
+Large deviations from the mckean-vlasov limit for weakly interacting diffusions
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations coupled with value function and related optimal control problems
+Normal rank
@@ Property / cites work @@
+Q3236483
@@ Property / cites work: Q3236483 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Nonlocal Sample Dependence
+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 @@
+\(L^p\) estimates for fully coupled FBSDEs with jumps
+Normal rank
@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
+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 @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ Property / cites work @@
+Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
+Normal rank