Mean-field backward stochastic differential equations and applications (Q2124504)
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scientific article
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| English | Mean-field backward stochastic differential equations and applications |
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Mean-field backward stochastic differential equations and applications (English)
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11 April 2022
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mean-field backward stochastic differential equations
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existence and uniqueness
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linear mean-field BSDE
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explicit solution
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mean-field recursive utility problem
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0.8634487986564636
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0.8480509519577026
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0.8440839052200317
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0.8437482118606567
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0.8422225713729858
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