Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6918770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs |
scientific article; zbMATH DE number 6918770 |
Statements
Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (English)
0 references
15 August 2018
0 references
BSDEs with jump
0 references
mean-field BSDEs with jump
0 references
integral-PDE of mean-field type
0 references
Itô's formula
0 references
value function
0 references
0 references
0 references
0 references
0 references
0.8652177453041077
0 references
0.8325506448745728
0 references
0.8316035866737366
0 references
0.8248764872550964
0 references
