Mean field forward-backward stochastic differential equations (Q743041)

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Mean field forward-backward stochastic differential equations
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    Statements

    title
    Mean field forward-backward stochastic differential equations (English)
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    author
    François Delarue
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    René A. Carmona
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    publication date
    22 September 2014
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    zbMATH Keywords
    FBSDEs
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    mean field interactions
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60H30
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    60H10
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    60F99
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    zbMATH DE Number
    6346917
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    arXiv ID
    1211.4186
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    OpenAlex ID
    W2075423166
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    DOI
    10.1214/ECP.V18-2446
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