JOURNAL ARTICLE

Mean-field reflected backward stochastic differential equations

Zhi LiJiaowan Luo

Year: 2012 Journal:   Statistics & Probability Letters Vol: 82 (11)Pages: 1961-1968   Publisher: Elsevier BV
Keywords:
Mathematics Lipschitz continuity Monotone polygon Uniqueness Stochastic differential equation Comparison theorem Mathematical analysis Fixed-point theorem Linear growth Picard–Lindelöf theorem Differential equation Applied mathematics

Metrics

18
Cited By
1.64
FWCI (Field Weighted Citation Impact)
16
Refs
0.87
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Nonlinear Differential Equations Analysis
Physical Sciences →  Mathematics →  Applied Mathematics
Stochastic processes and statistical mechanics
Physical Sciences →  Mathematics →  Mathematical Physics

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