Mean-field backward doubly stochastic differential equations and related SPDEs

DOI10.1186/1687-2770-2012-114zbMath1278.35272WikidataQ59291137 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 theorem; stochastic partial differential equations; backward doubly stochastic differential equations; mean-field; locally monotone coefficients

Mathematics Subject Classification ID

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

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

Cites Work

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• 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