General mean-field BDSDEs with continuous coefficients

DOI10.1016/J.JMAA.2021.125699MaRDI QIDQ2235833zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 22 October 2021

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2021.125699

zbMATH Keywords

backward doubly stochastic differential equationscomparison theoremBihari's inequalitymean-fielduniformly continuous

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

• scientific article; zbMATH DE number 3121490 (Why is no real title available?)
• scientific article; zbMATH DE number 140601 (Why is no real title available?)
• scientific article; zbMATH DE number 785439 (Why is no real title available?)
• A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• A uniqueness theorem for the solution of backward stochastic differential equations
• Adapted solution of a backward stochastic differential equation
• Backward Stochastic Differential Equations in Finance
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations with continuous coefficient
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Comparison theorems for the multidimensional BDSDEs and applications
• General mean-field BSDEs with continuous coefficients
• Long time average of first order mean field games and weak KAM theory
• Mean field games
• Mean-field backward stochastic differential equations and related partial differential equations
• Mean-field backward stochastic differential equations: A limit approach
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
• Mean-field stochastic differential equations and associated PDEs
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• SPDEs with polynomial growth coefficients and the Malliavin calculus method
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients

Cited in

(9)

• Backward doubly-stochastic differential equations with mean reflection
• Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures
• On mean-field control problems for backward doubly stochastic systems
• Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations
• Comparison theorems for multi-dimensional general mean-field BDSDES
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients
• Mean-field reflected backward doubly stochastic DE with continuous coefficients
• General mean-field BSDEs with continuous coefficients
• Mean-field backward doubly stochastic differential equations and related SPDEs

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