Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533)
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scientific article
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English | Mean-field backward stochastic differential equations with subdifferential operator and its applications |
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Mean-field backward stochastic differential equations with subdifferential operator and its applications (English)
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22 December 2015
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mean-field backward stochastic differential equations
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subdifferential operator
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Yosida approximation
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McKean-Vlasov equation
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parabolic variational inequalities
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viscosity solutions
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