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20162021
most citedForward and Backward Stochastic Differential Equations with normal constraint in law

5 citations · 6 across the 2 of their papers we have counts for

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math.CA2018

Well-Posedness for Some Non-Linear Diffusion Processes and Related PDE on the Wasserstein Space

Paul-Eric Chaudru de Raynal, Noufel Frikha

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mil…