Mean-field backward stochastic differential equations driven by fractional Brownian motion

DOI10.1007/s10114-021-0002-9zbMath1470.60164arXiv1606.02014OpenAlexW3185400217WikidataQ115385189 ScholiaQ115385189MaRDI QIDQ2044792

Jie Xiong, Jiaqiang Wen, Yu-feng Shi

Publication date: 10 August 2021

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.02014

zbMATH Keywords

fractional Brownian motionpartial differential equationmean-field backward stochastic differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (2)

Stochastic maximum principle for weighted mean-field system ⋮ Solvability of a class of mean-field BSDEs with quadratic growth

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