Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533)

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scientific article; zbMATH DE number 6523415
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    Mean-field backward stochastic differential equations with subdifferential operator and its applications
    scientific article; zbMATH DE number 6523415

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      Mean-field backward stochastic differential equations with subdifferential operator and its applications (English)
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      22 December 2015
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      mean-field backward stochastic differential equations
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      subdifferential operator
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      Yosida approximation
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      McKean-Vlasov equation
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      parabolic variational inequalities
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      viscosity solutions
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