Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
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Publication:1660313
DOI10.1016/j.spa.2017.10.011zbMath1405.60078arXiv1702.05213OpenAlexW2767425983WikidataQ114130818 ScholiaQ114130818MaRDI QIDQ1660313
Publication date: 15 August 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.05213
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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