Mean field forward-backward stochastic differential equations
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Publication:743041
DOI10.1214/ECP.v18-2446zbMath1297.93182arXiv1211.4186OpenAlexW2075423166MaRDI QIDQ743041
François Delarue, René A. Carmona
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.4186
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Limit theorems in probability theory (60F99)
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