Open AccessControlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs
Author(s) -
Juan Li,
Wenqiang Li
Publication year - 2015
Publication title -
mathematical control and related fields
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2015.5.501
Subject(s) - mathematics , uniqueness , bellman equation , viscosity solution , mathematical analysis , function (biology) , stochastic differential equation , initial value problem , partial differential equation , differential equation , parabolic partial differential equation , field (mathematics) , value (mathematics) , pure mathematics , mathematical optimization , statistics , evolutionary biology , biology
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