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20172022
most citedSolvability of a class of mean-field BSDEs with quadratic growth

8 citations · 12 across the 6 of their papers we have counts for

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math.OC2022

A Global Maximum Principle for Controlled Conditional Mean-field FBSDEs with Regime Switching

Tao Hao, Jiaqiang Wen, Jie Xiong

This paper is devoted to a global stochastic maximum principle for conditional mean-field forward-backward stochastic differential equations (FBSDEs, for short) with regime switchi…