Mean-field stochastic differential equations and associated PDES

Annals of Probability

Volumn 45, Issue 2, 2017, Pages 824-878

  Buckdahn, Rainer ^a,b   Li, Juan ^c   Peng, Shige ^b   Rainer, Catherine ^a  

^a UNIVERSITÉ DE BRETAGNE OCCIDENTALE   (France)

^b SHANDONG UNIVERSITY   (China)

^c SHANDONG UNIVERSITY   (China)

Author keywords

McKean Vlasov equation; Mean field stochastic differential equation; PDE of mean field type; Value function

Indexed keywords

EID: 85017161972     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/15-AOP1076     Document Type: Article

References (21)

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