Well-posedness of mean-field type forward–backward stochastic differential equations

By Alain Bensoussan, Phillip S. C. Yam, Zhengce Zhang. 2015

77 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/545a2bd18bec8531a998a519ff312b6da7269025

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Daniel Lacker
2. P. J. Graber
3. René A. Carmona
4. François Delarue

In Finance

1. Joseph Sung
2. Siu Pang Yung
3. Phillip S. C. Yam
4. Alain Bensoussan
5. Daniel Lacker
6. René A. Carmona
7. P. J. Graber
8. François Delarue

Citations in the corpus

• Linear-Quadratic Mean Field Games (2014, background): “Lately, there are also developments in the study of mean field type forward–backward SDEs; see, for example, [39].”