Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214)

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Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs
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    Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (English)
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    27 March 2015
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    backward stochastic differential equation
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    mean-field approach
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    mean-field BSDE
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    reflected BSDE
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    penalization method
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    viscosity solution
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