Mean-field doubly reflected backward stochastic differential equations (Q6164087): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:51, 10 July 2024
scientific article; zbMATH DE number 7719444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field doubly reflected backward stochastic differential equations |
scientific article; zbMATH DE number 7719444 |
Statements
Mean-field doubly reflected backward stochastic differential equations (English)
0 references
26 July 2023
0 references
In this paper, the authors investigate mean-field doubly reflected backward stochastic differential equations. More precisely, the authors show, by using the fixed point method, the existence and uniqueness of the solution for the considered class of problems.
0 references
mean-field
0 references
reflected backward SDEs
0 references
Dynkin game
0 references
penalization
0 references
