Fully Coupled Mean-Field Forward-Backward Stochastic Differential Equations and Stochastic Maximum Principle
We discuss a new type of fully coupled forward-backward stochastic differential equations (FBSDEs) whose coefficients depend on the states of the solution processes as well as their expected values, and we call them fully coupled mean-field forward-backward stochastic differential equations (mean-fi...
Kaydedildi:
| Asıl Yazarlar: | , , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Wiley
2014-01-01
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| Seri Bilgileri: | Abstract and Applied Analysis |
| Online Erişim: | http://dx.doi.org/10.1155/2014/839467 |
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