Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912): Difference between revisions
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Revision as of 03:34, 12 February 2024
scientific article
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English | Well-posedness of mean-field type forward-backward stochastic differential equations |
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Well-posedness of mean-field type forward-backward stochastic differential equations (English)
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19 August 2015
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forward-backward stochastic differential equations
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mean field
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monotonicity conditions
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well-posedness
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linear-quadratic setting
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