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Volumn 37, Issue 4, 2009, Pages 1524-1565

Mean-field backward stochastic differential equations: A limit approach

Author keywords

Backward stochastic differential equation; McKean Vlasov equation; Mean field approach; Mean field BSDE; Tightness; Weak convergence

Indexed keywords


EID: 69249229620     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOP442     Document Type: Article
Times cited : (292)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.