Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
Keyword(s):
Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before. Under some suitable monotonicity assumptions, the existence and uniqueness results for measurable solutions are established by means of a method of continuation. Furthermore, the probabilistic interpretation for the solutions to a class of nonlocal stochastic partial differential equations (SPDEs) combined with algebra equations is given.
1998 ◽
Vol 73
(2)
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pp. 271-299
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2006 ◽
Vol 09
(01)
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pp. 155-168
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Keyword(s):
2010 ◽
Vol 10
(04)
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pp. 549-560
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2012 ◽
Vol 55
(12)
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pp. 2517-2534
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2017 ◽
Vol 47
(2)
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pp. 571-585
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2000 ◽
Vol 13
(3)
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pp. 207-238
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2013 ◽
Vol 123
(5)
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pp. 1616-1637
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1979 ◽
Vol 22
(2)
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pp. 129-138
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