Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs |
scientific article |
Statements
Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (English)
0 references
15 August 2018
0 references
BSDEs with jump
0 references
mean-field BSDEs with jump
0 references
integral-PDE of mean-field type
0 references
Itô's formula
0 references
value function
0 references
