Mean-field backward stochastic differential equations: A limit approach (Q838008)

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    Mean-field backward stochastic differential equations: A limit approach
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      Mean-field backward stochastic differential equations: A limit approach (English)
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      21 August 2009
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      backward stochastic differential equation
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      mean-field approach
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      mckean-vlasov equation
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      mean-field BSDE
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      tightness
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      weak convergence
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