JOURNAL ARTICLE

General Coupled Mean-Field Reflected Forward-Backward Stochastic Differential Equations

Junsong LiChao MiChuanzhi XingDehao Zhao

Year: 2023 Journal:   Acta Mathematica Scientia Vol: 43 (5)Pages: 2234-2262   Publisher: Elsevier BV
Keywords:
Stochastic differential equation Mathematics Uniqueness Lipschitz continuity Mean field theory Mathematical analysis Field (mathematics) Applied mathematics Differential equation Stochastic partial differential equation Comparison theorem Pure mathematics Physics

Metrics

4
Cited By
1.69
FWCI (Field Weighted Citation Impact)
25
Refs
0.80
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
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Insurance, Mortality, Demography, Risk Management
Social Sciences →  Social Sciences →  Demography

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