Mean-field backward doubly stochastic differential equations and related SPDEs

DOI10.1186/1687-2770-2012-114zbMath1278.35272OpenAlexW2098738858WikidataQ59291137 ScholiaQ59291137MaRDI QIDQ384455

Ruimin Xu

Publication date: 27 November 2013

Published in: Boundary Value Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-2770-2012-114

zbMATH Keywords

comparison theoremstochastic partial differential equationsbackward doubly stochastic differential equationsmean-fieldlocally monotone coefficients

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (10)

Mean-field backward stochastic differential equations in general probability spaces ⋮ Numerical schemes for fully coupled mean-field forward backward stochastic differential equations ⋮ General coupled mean-field reflected forward-backward stochastic differential equations ⋮ Mean-field backward stochastic differential equations with subdifferential operator and its applications ⋮ Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type ⋮ Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation ⋮ Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs ⋮ Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations ⋮ Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games ⋮ Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes

Cites Work

• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs
• Mean-field backward stochastic differential equations and related partial differential equations
• Mean-field backward stochastic differential equations: A limit approach
• Mean field games
• Backward doubly stochastic differential equations with discontinuous coefficients
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Stationary solutions of SPDEs and infinite horizon BDSDEs
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Weak solutions for SPDE's and backward doubly stochastic differential equations

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