Mean-field backward stochastic differential equations: A limit approach (Q838008)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field backward stochastic differential equations: A limit approach |
scientific article |
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
