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浏览/检索结果: 共10条，第1-10条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem 期刊论文 APPLIED MATHEMATICS AND COMPUTATION, 2019, 卷号: 355, 页码: 282-298 作者:  Douissi, Soukaina;  Wen, Jiaqiang;  Shi, Yufeng 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/11 Mean-field backward stochastic differential equation  Anticipated  backward stochastic differential equation  Fractional Brownian motion  Stochastic control   Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations 期刊论文 STATISTICS & PROBABILITY LETTERS, 2019, 卷号: 145, 页码: 273-283 作者:  Wu, Zhen;  Xu, Ruimin 收藏  |  浏览/下载：13/0  |  提交时间：2019/12/11 Mean-field BSDEs  McKean-Vlasov SDEs  McKean-Vlasov PDEs  Sobolev  solution  Stochastic flow   General mean-field BSDEs with continuous coefficients 期刊论文 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2018, 卷号: 466, 期号: 1, 页码: 264-280 作者:  Li, Juan;  Liang, Hao;  Zhang, Xiao 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11 Backward stochastic differential equations  Mean-field  Wasserstein  metric   Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs 期刊论文 STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018, 卷号: 128, 期号: 9, 页码: 3118-3180 作者:  Li, Juan 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 BSDEs with jump  Mean-field BSDEs with jump  Integral-PDE of mean-field  type  Ito's formula  Value function   BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS 期刊论文 数学物理学报（英文版）, 2017, 卷号: 37, 期号: 5, 页码: 1497-1518 作者:  Hao, Tao;  Li, Juan 收藏  |  浏览/下载：12/0  |  提交时间：2019/12/11 McKean-Vlasov SDE  BSDE coupled with the lower and the upper value functions  dynamic programming principle  mean-field BSDE  viscosity solution  coupled nonlocal HJB-Isaacs equation  Isaacs\' condition   BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS 期刊论文 Acta Mathematica Scientia(English Series), 2017, 期号: 05, 页码: 1497-1518 作者:  Hao T(郝涛);  Li J(李娟) 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/11 Mc Kean-Vlasov SDE  BSDE coupled with the lower and the upper value functions  dynamic programming principle  mean-field BSDE  viscosity solution  coupled nonlocal HJB-Isaacs equation  Isaacs\' condition   Nonzero Sum Differential Game of Mean-Field BSDEs with Jumps under Partial Information 期刊论文 MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 卷号: 2014 作者:  Chen, Xiaolan;  Zhu, Qingfeng 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17 Zero-sum stochastic differential games of mean-field type and BSDEs 期刊论文 Chinese Control Conference, CCC, 2012, 页码: 1651-1654 作者:  Xu, Ruimin 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/23 Backward stochastic differential equation (BSDE)  Mean field  Saddle point  Zero-sum stochastic differential game   Zero-Sum Stochastic Differential Games of Mean-Field type and BSDEs 会议论文 31st Chinese Control Conference, JUL 25-27, 2012 作者:  Xu Ruimin 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/31 Zero-sum stochastic differential game  Mean field  Saddle point  Backward stochastic differential equation (BSDE)   Zero-sum stochastic differential games of mean-field type and BSDEs (EI收录) 会议论文 Chinese Control Conference, CCC, Hefei, China, July 25, 2012 - July 27, 2012 作者:  Xu, Ruimin[1,2] 收藏  |  浏览/下载：2/0  |  提交时间：2019/04/15 Differential equations  Game theory  Stochastic systems