Pages that link to "Item:Q1323301"
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The following pages link to Dynamics of the McKean-Vlasov equation (Q1323301):
Displayed 26 items.
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- Mean-field reflected backward stochastic differential equations (Q712528) (← links)
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise (Q1660787) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps (Q2297321) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- Large deviations of mean-field stochastic differential equations with jumps (Q2339516) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Approximation of solutions of mean-field stochastic differential equations (Q4965636) (← links)
- On the stability of mean-field stochastic differential equations with irregular expectation functional (Q5038977) (← links)
- Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion (Q5742381) (← links)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
- General coupled mean-field reflected forward-backward stochastic differential equations (Q6116174) (← links)
- On the near-viability property of controlled mean-field flows (Q6164097) (← links)