Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214): Difference between revisions
From MaRDI portal
Latest revision as of 21:27, 9 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs |
scientific article |
Statements
Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (English)
0 references
27 March 2015
0 references
backward stochastic differential equation
0 references
mean-field approach
0 references
mean-field BSDE
0 references
reflected BSDE
0 references
penalization method
0 references
viscosity solution
0 references
0 references
0 references
0 references
0 references