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20212024
most citedMean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations

2 citations · 2 across the 3 of their papers we have counts for

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3 papers

math.PR2024

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution

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…

math.PR2023

Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle

Rainer Buckdahn, Juan Li, Junsong Li +1

In the present paper we discuss a new type of mean-field coupled forward-backward stochastic differential equations (MFFBSDEs). The novelty consists in the fact that the coefficien…

math.PR2021★ 2 cited

Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations

Rainer Buckdahn, Juan Li, Chuanzhi Xing

In this paper we investigate mean-field backward doubly stochastic differential equations (BDSDEs), i.e., BDSDEs whose driving coefficients also depend on the joint law of the solu…