Mean-field backward doubly stochastic Volterra integral equations and their applications

DOI10.3934/dcdss.2023016zbMath1515.60171OpenAlexW4319981895MaRDI QIDQ6107309

Hao Wu, Junhao Hu

Publication date: 3 July 2023

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2023016

zbMATH Keywords

Pontryagin maximum principleduality principleMFBDSVIEsMFFDSVIEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (1)

Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures

Cites Work

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