2 papers
math.PR2020
Mean-Field Doubly Reflected Backward Stochastic Differential Equations
Yinggu Chen, Said Hamadene, Tingshu Mu
We study mean-field doubly reflected BSDEs. First, using the fixed point method, we show existence and uniqueness of the solution when the data which define the BSDE are -integr…
math.PR2019
Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games
Yinggu Chen, Boualem Djehiche, Said Hamadene
We study a general class of fully coupled backward-forward stochastic differential equations of mean-field type (MF-BFSDE). We derive existence and uniqueness results for such a sy…