Mean-field backward stochastic differential equations: A limit approach (Q838008): Difference between revisions
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| English | Mean-field backward stochastic differential equations: A limit approach |
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Mean-field backward stochastic differential equations: A limit approach (English)
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21 August 2009
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backward stochastic differential equation
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mean-field approach
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mckean-vlasov equation
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mean-field BSDE
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tightness
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weak convergence
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