Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations

Qingfeng Zhu and Yufeng Shi

Abstract and Applied Analysis, 2014, vol. 2014, 1-10

Abstract:

Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before. Under some suitable monotonicity assumptions, the existence and uniqueness results for measurable solutions are established by means of a method of continuation. Furthermore, the probabilistic interpretation for the solutions to a class of nonlocal stochastic partial differential equations (SPDEs) combined with algebra equations is given.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:194341

DOI: 10.1155/2014/194341

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