Well-posedness of mean-field type forward-backward stochastic differential equations (Q491912)
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scientific article; zbMATH DE number 6473677
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| English | Well-posedness of mean-field type forward-backward stochastic differential equations |
scientific article; zbMATH DE number 6473677 |
Statements
Well-posedness of mean-field type forward-backward stochastic differential equations (English)
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19 August 2015
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forward-backward stochastic differential equations
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mean field
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monotonicity conditions
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well-posedness
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linear-quadratic setting
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0.854247510433197
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0.8398871421813965
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0.826493501663208
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0.8217378854751587
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0.8163275122642517
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