Mean-field backward stochastic differential equations: A limit approach (Q838008): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Some stochastic particle methods for nonlinear parabolic PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic particle method for the McKean-Vlasov and the Burgers equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamics of the McKean-Vlasov equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4895007 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4842684 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4854278 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4029028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: McKean-Vlasov limit for interacting random processes in random media. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3358031 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations / rank
 
Normal rank

Latest revision as of 21:16, 1 July 2024

scientific article
Language Label Description Also known as
English
Mean-field backward stochastic differential equations: A limit approach
scientific article

    Statements

    Mean-field backward stochastic differential equations: A limit approach (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    21 August 2009
    0 references
    backward stochastic differential equation
    0 references
    mean-field approach
    0 references
    mckean-vlasov equation
    0 references
    mean-field BSDE
    0 references
    tightness
    0 references
    weak convergence
    0 references

    Identifiers