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Mean-field reflected backward stochastic differential equations
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Mean-field reflected backward stochastic differential equations (2012)Mean-field reflected backward stochastic …Mean-field backward stochastic Volterra integral equations (2013)Mean-field backward stochasti…McKean–Vlasov Limit in Portfolio Optimization (2010)McKean–Vlasov Limit in Portfo…Mean-field backward stochastic differential equations: A limit approach (2009)Mean-field backward stochasti…Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control (2007)Nonlinear Diffusion Governed …Mean field games (2007)Mean field gamesReflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Reflected solutions of backwa…A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space (1995)A semilinear Mckean-Vlasov st…Stochastic differential equations for multi-dimensional domain with reflecting boundary (1987)Stochastic differential equat…Optimum consumption and portfolio rules in a continuous-time model (1971)Stochastic Differential Equations and Diffusion Processes (1983)A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type (2012)Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (2013)Indefinite mean-field type linear–quadratic stochastic optimal control problems (2020)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Mean Field Games and Applications (2010)Probabilistic Analysis of Mean-Field Games (2013)Nonlinear Semigroup for Controlled Partially Observed Diffusions (1982)A mean-field maximum principle for optimal control of forward–backward stochastic differential equations with Poisson jump processes (2013)Adapted solution of a backward stochastic differential equation (1990)Backward Stochastic Differential Equations in Finance (1997)Continuous Martingales and Brownian Motion (1999)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Stochastic Differential Equations (2014)Stochastic differential equations with reflecting boundary condition in convex regions (1979)Stochastic differential equations with reflecting boundary conditions (1984)White noise driven SPDEs with reflection (1993)Problàme de Skorohod multivoque (1998)The Malliavin Calculus and Related Topics (2006)Mean-field backward stochastic differential equations and related partial differential equations (2009)A Maximum Principle for SDEs of Mean-Field Type (2010)Stochastic controls : Hamiltonian systems and HJB equations (1999)A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications (2013)Optimal control problems of forward-backward stochastic Volterra integral equations (2015)Backward stochastic Volterra integral equations—Representation of adapted solutions (2019)Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities (2016)
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References

  • 2007Mean field games2,785 cited
  • 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's704 cited
  • 2009Mean-field backward stochastic differential equations: A limit approach329 cited
  • 1987Stochastic differential equations for multi-dimensional domain with reflecting boundary229 cited
  • 1995A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space72 cited
  • 2013Mean-field backward stochastic Volterra integral equations48 cited
  • 2010McKean–Vlasov Limit in Portfolio Optimization36 cited
  • 2007Nonlinear Diffusion Governed by McKean–Vlasov Equation on Hilbert Space and Optimal Control36 cited

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