Generalized mean-field backward stochastic differential equations and related partial differential equations
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Cites work
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 1121855 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations and applications to optimal control
- Backward stochastic differential equations and integral-partial differential equations
- Fully nonlinear Neumann type boundary conditions for second-order elliptic and parabolic equations
- Generalized BSDEs and nonlinear Neumann boundary value problems
- Mean-field backward stochastic differential equations and related partial differential equations
- Mean-field backward stochastic differential equations: A limit approach
- Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Reflected forward-backward SDEs and obstacle problems with boundary conditions
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- Stochastic differential equations with reflecting boundary conditions
- User’s guide to viscosity solutions of second order partial differential equations
- Zero-sum stochastic differential games and backward equations
Cited in
(10)- Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain
- Mean-field backward stochastic differential equations driven by \(G\)-Brownian motion and related partial differential equations
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- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
- Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs
- Mean-field stochastic differential equations and associated PDEs
- 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
- scientific article; zbMATH DE number 1066324 (Why is no real title available?)
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