Generalized mean-field backward stochastic differential equations and related partial differential equations

DOI10.1080/00036811.2020.1716970zbMATH Open1495.60050OpenAlexW3002143789WikidataQ126302912 ScholiaQ126302912MaRDI QIDQ5014759FDOQ5014759

Authors: Xinwei Feng 

Publication date: 8 December 2021

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2020.1716970

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zbMATH Keywords

backward stochastic differential equationsNeumann boundary conditionpartial differential equationsviscosity solutionmean-field modelsreflected McKean-Vlasov equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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Cited In (7)

• Mean-field backward stochastic differential equations and related partial differential equations
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
• Title not available (Why is that?)
• Mean-field backward stochastic differential equations with subdifferential operator and its applications
• \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
• Mean-field stochastic differential equations and associated PDEs
• Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs

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