Mean-field backward stochastic differential equations: A limit approach (Q838008)
From MaRDI portal
!
WARNING
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 5597813
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean-field backward stochastic differential equations: A limit approach |
scientific article; zbMATH DE number 5597813 |
Statements
Mean-field backward stochastic differential equations: A limit approach (English)
0 references
21 August 2009
0 references
backward stochastic differential equation
0 references
mean-field approach
0 references
mckean-vlasov equation
0 references
mean-field BSDE
0 references
tightness
0 references
weak convergence
0 references
0 references
0 references
0.85079425573349
0 references
0.830446183681488
0 references
0.7884826064109802
0 references
0.787027895450592
0 references
0.7864450812339783
0 references
