Well-posedness of mean-field type forward-backward stochastic differential equations
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Publication:491912
DOI10.1016/j.spa.2015.04.006zbMath1327.60114OpenAlexW342919933MaRDI QIDQ491912
Alain Bensoussan, Sheung Chi Phillip Yam, Zheng Zhang
Publication date: 19 August 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.04.006
well-posednessforward-backward stochastic differential equationsmean fieldmonotonicity conditionslinear-quadratic setting
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Cites Work
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