Mean-field backward doubly stochastic differential equations and related SPDEs

DOI10.1186/1687-2770-2012-114zbMATH Open1278.35272OpenAlexW2098738858WikidataQ59291137 ScholiaQ59291137MaRDI QIDQ384455FDOQ384455

Authors: 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

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zbMATH Keywords

stochastic partial differential equationsbackward doubly stochastic differential equationscomparison theoremmean-fieldlocally monotone coefficients

Mathematics Subject Classification ID

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

Cites Work

• Mean field games
• 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
• Weak solutions for SPDE's and backward doubly stochastic differential equations
• Mean-field backward stochastic differential equations and related partial differential equations
• Mean-field backward stochastic differential equations: A limit approach
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Backward doubly stochastic differential equations with discontinuous coefficients
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs

Cited In (17)

• Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
• Mean-field backward stochastic differential equations and related partial differential equations
• Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations
• Representation theorems for SPDEs via backward doubly SDEs
• Mean-field backward stochastic differential equations in general probability spaces
• SPDEs with polynomial growth coefficients and the Malliavin calculus method
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes
• Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type
• Mean-field backward doubly stochastic differential equation and its applications
• Mean-field backward stochastic differential equations with subdifferential operator and its applications
• Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
• Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
• 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
• General coupled mean-field reflected forward-backward stochastic differential equations
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs

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