Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (Q2667765)

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scientific article; zbMATH DE number 7482614
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    Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain
    scientific article; zbMATH DE number 7482614

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      Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (English)
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      1 March 2022
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      reflected mean-field BSDE
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      reflected nonlocal PDE
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      penalization method
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      Sobolev space
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      stochastic flow
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      weak solution
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