RBDSDEs with jumps and optional Barrier and mean field game with common noise-Reference-Cited by-同舟云学术

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RBDSDEs with jumps and optional Barrier and mean field game with common noise

Published:2022-08-30 Issue:4 Volume:95 Page:615-634
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Berrhazi Badr-eddine¹²,El Fatini Mohamed¹,Hilbert Astrid³,Mrhardy Naoual⁴,Pettersson Roger³

Affiliation:

1. Laboratory of PDEs, Algebra and Spectral Geometry, Department of Mathematics, Faculty of Sciences, Ibn Tofail University, Kénitra, Morocco

2. ENSC, Ibn Tofail University, Kénitra, Morocco

3. Department of Mathematics, Linnaeus University, Växjö, Sweden

4. Department of Mathematics, Faculty of Polydisciplinary, Sultan Moulay Slimane University, Khouribga, Morocco

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2022.2113080

Reference37 articles.

1. An Extended Mean Field Game for Storage in Smart Grids

2. Reflected backward doubly stochastic differential equations with discontinuous generator

3. One barrier reflected backward doubly stochastic differential equations with continuous generator

4. Backward doubly SDEs and SPDEs with superlinear growth generators

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