Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321)
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| Language | Label | Description | Also known as |
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| English | Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations |
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Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (English)
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14 February 2019
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Summary: Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before. Under some suitable monotonicity assumptions, the existence and uniqueness results for measurable solutions are established by means of a method of continuation. Furthermore, the probabilistic interpretation for the solutions to a class of nonlocal stochastic partial differential equations (SPDEs) combined with algebra equations is given.
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nonlocal stochastic partial differential equations
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mean-field forward-backward doubly stochastic differential equations
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