Mean-field backward stochastic differential equations and applications (Q2124504)
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 7506021
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean-field backward stochastic differential equations and applications |
scientific article; zbMATH DE number 7506021 |
Statements
Mean-field backward stochastic differential equations and applications (English)
0 references
11 April 2022
0 references
mean-field backward stochastic differential equations
0 references
existence and uniqueness
0 references
linear mean-field BSDE
0 references
explicit solution
0 references
mean-field recursive utility problem
0 references
0 references
0.8634487986564636
0 references
0.8480509519577026
0 references
0.8440839052200317
0 references
0.8437482118606567
0 references
0.8422225713729858
0 references
