Numerical methods for mean-field stochastic differential equations with jumps
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s11075-020-01062-w.pdf
Reference32 articles.
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5. Bensoussan, A., Yam, P., Zhang, Z.: Well-posedness of mean-field type forward-backward stochastic differential equations. Stoch. Process Appl. 125, 3327–3354 (2015)
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