Quadratic Mean-Field BSDEs and Exponential Utility Maximization

MaRDI QIDQ7204528arXivFDO

Authors Yining Ding, Kihun Nam, Jiaqiang Wen

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

arXiv classification

math.OC

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