Mean-field BSDEs with jumps and dual representation for global risk measures (Q2699279)

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Mean-field BSDEs with jumps and dual representation for global risk measures
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    title
    Mean-field BSDEs with jumps and dual representation for global risk measures (English)
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    DOI
    10.3934/puqr.2023002
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    author
    Rui Chen
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    Roxana Dumitrescu
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    Andreea Minca
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    Agnès Sulem
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    publication date
    26 April 2023
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    zbMATH DE Number
    7679090
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    zbMATH Keywords
    mean-field interactions
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    BSDEs
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    dynamic risk measures
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    system influence
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    OpenAlex ID
    W4307785002
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