Mean-field backward stochastic differential equations in general probability spaces
DOI10.1016/J.AMC.2015.04.014zbMATH Open1410.60056OpenAlexW2051823722MaRDI QIDQ1663545FDOQ1663545
Publication date: 21 August 2018
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.014
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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