Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214)
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| English | Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs |
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Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (English)
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27 March 2015
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backward stochastic differential equation
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mean-field approach
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mean-field BSDE
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reflected BSDE
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penalization method
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viscosity solution
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