Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations-Reference-Cited by-同舟云学术

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Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations

Published:2019-02 Issue: Volume:145 Page:273-283
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Wu Zhen^ORCID,Xu Ruimin

Funder

Natural Science Foundation of China

111 project, China

National High-level personnel of special support program, China

Chang Jiang Scholar Program of Chinese Education Ministry, China

Shandong Province Higher Educational Science and Technology Program, China

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference23 articles.

1. Weak solutions for SPDEs and backward doubly stochastic differential equations;Bally;J. Theoret. Probab.,2001

2. Some stochastic particle methods for nonlinear parabolic PDEs;Bossy;ESAIM Proc.,2005

3. Mean-field backward stochastic differential equations and related patial differential equations;Buckdahn;Stoch. Process. Appl.,2009

4. Mean field forward-backward stochastic differential equations;Carmona;Electron. Commun. Probab.,2013

5. Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics;Carmona;Ann. Probab.,2015

Cited by 1 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. Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain;Systems & Control Letters;2022-01

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