Mean field forward-backward stochastic differential equations (Q743041)

From MaRDI portal
Revision as of 17:18, 28 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Mean field forward-backward stochastic differential equations
scientific article

    Statements

    title
    Mean field forward-backward stochastic differential equations (English)
    0 references
    author
    François Delarue
    0 references
    René A. Carmona
    0 references
    publication date
    22 September 2014
    0 references
    zbMATH Keywords
    FBSDEs
    0 references
    mean field interactions
    0 references

    Identifiers

    DOI
    10.1214/ECP.v18-2446
    0 references
    Mathematics Subject Classification ID
    93E20
    0 references
    60H30
    0 references
    60H10
    0 references
    60F99
    0 references
    zbMATH DE Number
    6346917
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q743041&oldid=23397755"
    Powered by MediaWiki