Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533)

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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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