General mean-field BDSDEs with continuous coefficients

DOI10.1016/j.jmaa.2021.125699zbMath1481.60111OpenAlexW4206289854MaRDI QIDQ2235833

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

comparison theoremuniformly continuousbackward doubly stochastic differential equationsBihari's inequalitymean-field

Mathematics Subject Classification ID

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

Related Items (max. 100)

Comparison theorems for multi-dimensional general mean-field BDSDES ⋮ Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations ⋮ 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

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