Mean field forward-backward stochastic differential equations

Author(s): Carmon, Rene; Delarue, F

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DC Field	Value	Language
dc.contributor.author	Carmon, Rene	-
dc.contributor.author	Delarue, F	-
dc.date.accessioned	2021-10-11T14:17:30Z	-
dc.date.available	2021-10-11T14:17:30Z	-
dc.date.issued	2013-08-14	en_US
dc.identifier.citation	Carmon, R, Delarue, F. (2013). Mean field forward-backward stochastic differential equations. Electronic Communications in Probability, 18 (10.1214/ECP.v18-2446	en_US
dc.identifier.uri	http://arks.princeton.edu/ark:/88435/pr1nc6x	-
dc.description.abstract	THE purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal control of dynamics of the McKean Vlasov type.	en_US
dc.language.iso	en_US	en_US
dc.relation.ispartof	Electronic Communications in Probability	en_US
dc.rights	Author's manuscript	en_US
dc.title	Mean field forward-backward stochastic differential equations	en_US
dc.type	Journal Article	en_US
dc.identifier.doi	doi:10.1214/ECP.v18-2446	-
dc.identifier.eissn	1083-589X	-
pu.type.symplectic	http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article	en_US

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