General Time-Symmetric Mean-Field Forward-Backward Doubly Stochastic Differential Equations

General Time-Symmetric Mean-Field Forward-Backward Doubly Stochastic Differential Equations

In this paper, a general class of time-symmetric mean-field stochastic systems, namely the so-called mean-field forward-backward doubly stochastic differential equations (mean-field FBDSDEs, in short) are studied, where coefficients depend not only on the solution processes but also on their law. We...

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Bibliographic Details
Main Authors: Nana Zhao, Jinghan Wang, Yufeng Shi, Qingfeng Zhu
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Symmetry
Subjects:
forward-backward doubly stochastic differential equations
mean-field
wasserstein metric
comparison theorem
monotone continuity condition
Online Access:https://www.mdpi.com/2073-8994/15/6/1143

Internet

https://www.mdpi.com/2073-8994/15/6/1143

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