Well-posedness of mean-field type forward–backward stochastic differential equations

Title
Well-posedness of mean-field type forward–backward stochastic differential equations
Authors
Keywords
Mean-field type, Forward–backward stochastic differential equations, Monotonicity conditions, Well-posedness, Linear-quadratic setting
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 125, Issue 9, Pages 3327-3354
Publisher
Elsevier BV
Online
2015-05-07
DOI
10.1016/j.spa.2015.04.006

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