Mean-field doubly reflected backward stochastic differential equations (Q6164087): Difference between revisions
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Latest revision as of 19:02, 30 December 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 |
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Mean-field doubly reflected backward stochastic differential equations (English)
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26 July 2023
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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.
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mean-field
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reflected backward SDEs
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Dynkin game
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penalization
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