Mean-field backward stochastic differential equations and applications

Author:

Agram Nacira,Hu Yaozhong,Øksendal BerntORCID

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference13 articles.

1. Controlled mean-field backward stochastic differential equations with jumps involving the value function;Li;J. Syst. Sci. Complexity,2016

2. Mean-field backward stochastic differential equations: a limit approach;Buckdahn;Ann. Probab.,2009

3. Stochastic differential utility;Duffie;Econometrica,1992

4. Substitution, risk aversion, and the temporal behavior of consumption and asset returns: an empirical analysis;Epstein;J. Political Econ.,1991

5. Temporal resolution of uncertainty and dynamic choice theory;Kreps;Econometrica,1978

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