Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs | |
Li, Juan | |
刊名 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS |
2018 | |
卷号 | 128期号:9页码:3118-3180 |
关键词 | BSDEs with jump Mean-field BSDEs with jump Integral-PDE of mean-field type Ito's formula Value function |
DOI | 10.1016/j.spa.2017.10.011 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4564903 |
专题 | 山东大学 |
作者单位 | Shandong Univ, Sch Math & Stat, Weihai 264209, Weihai, Peoples R China. |
推荐引用方式 GB/T 7714 | Li, Juan. Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2018,128(9):3118-3180. |
APA | Li, Juan.(2018).Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,128(9),3118-3180. |
MLA | Li, Juan."Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 128.9(2018):3118-3180. |
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