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Chuanzhi Xing

1 paper hereh-index 448 citations11 works total

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math.PR2024

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution (Y,Z)

Juan Li, Zhanxin Li, Chuanzhi Xing

For general mean-field backward stochastic differential equations (BSDEs) it is well-known that we usually do not have the comparison theorem if the coefficients depend on the law…

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