General mean-field BDSDEs with continuous coefficients

DOI10.1016/J.JMAA.2021.125699zbMATH Open1481.60111OpenAlexW4206289854MaRDI QIDQ2235833FDOQ2235833

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

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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)

Cites Work

• Mean field games
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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• \(L^p\) solution of general mean-field BSDEs with continuous coefficients
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• Mean-field backward stochastic differential equations: A limit approach
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• A uniqueness theorem for the solution of backward stochastic differential equations
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• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• General mean-field BSDEs with continuous coefficients
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs

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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