The Royal Swedish Academy of Sciences
Institut Mittag-Leffler

Preprints 2007 fall - Stochastic Partial Differential Equations

07 - Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations
Rainer Buckdahn, Juan Li, Shige Peng

Keywords: Mean-Field Models; Backward Stochastic Differential Equations; Comparison Theorem; Dynamic Programming Principle; Viscosity Solution
MSC Primary: 60H10
MSC Secondary: 60H30; 35K65

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