Mean-field backward doubly stochastic differential equations and related SPDEs
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Publication:384455
DOI10.1186/1687-2770-2012-114zbMath1278.35272OpenAlexW2098738858WikidataQ59291137 ScholiaQ59291137MaRDI QIDQ384455
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
comparison theoremstochastic partial differential equationsbackward doubly stochastic differential equationsmean-fieldlocally monotone coefficients
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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