Backward stochastic differential equations with rank-based data
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/article/10.1007/s11425-017-9125-6/fulltext.html
Reference33 articles.
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4. Chatterjee S, Pal S. A phase transition behavior for Brownian motions interacting through their ranks. Probab Theory Related Fields, 2010, 147: 123–159
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Reflected Backward Stochastic Differential Equation with Rank-Based Data;Journal of Theoretical Probability;2020-07-28
2. Singular optimal controls of stochastic recursive systems and Hamilton–Jacobi–Bellman inequality;Journal of Differential Equations;2019-05
3. Stochastic differential games with competing Brownian particles and related Isaacs' equations;Optimal Control Applications and Methods;2017-09-05
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