Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313)
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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)
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15 August 2018
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BSDEs with jump
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mean-field BSDEs with jump
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integral-PDE of mean-field type
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Itô's formula
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value function
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