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20022015
most citedMean-field backward stochastic differential equations: A limit approach

322 citations

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math.PR2012★ 2 cited

Regularity properties for general HJB equations. A BSDE method

Rainer Buckdahn, Jianhui Huang, Juan Li

In this work we investigate regularity properties of a large class of Hamilton-Jacobi-Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in…