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20022026
most citedMean-field backward stochastic differential equations: A limit approach

322 citations

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math.OC2010★ 3 cited

Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps

Rainer Buckdahn, Ying Hu, Juan Li

In this paper we study zero-sum two-player stochastic differential games with jumps with the help of theory of Backward Stochastic Differential Equations (BSDEs). We generalize the…