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

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

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 o...

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Main Authors: Qingfeng Zhu, Yufeng Shi
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/194341
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spelling doaj-a9c59be69d034277812d66dd90403b132020-11-24T22:19:30ZengHindawi LimitedAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/194341194341Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential EquationsQingfeng Zhu0Yufeng Shi1School of Mathematic and Quantitative Economics, Shandong University of Finance and Economics, Jinan 250014, ChinaInstitute for Financial Studies and School of Mathematics, Shandong University, Jinan 250199, ChinaMean-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.http://dx.doi.org/10.1155/2014/194341
collection DOAJ
language English
format Article
sources DOAJ
author Qingfeng Zhu
Yufeng Shi
spellingShingle Qingfeng Zhu
Yufeng Shi
Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
Abstract and Applied Analysis
author_facet Qingfeng Zhu
Yufeng Shi
author_sort Qingfeng Zhu
title Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
title_short Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
title_full Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
title_fullStr Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
title_full_unstemmed Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
title_sort mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
publisher Hindawi Limited
series Abstract and Applied Analysis
issn 1085-3375
1687-0409
publishDate 2014-01-01
description 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.
url http://dx.doi.org/10.1155/2014/194341
work_keys_str_mv AT qingfengzhu meanfieldforwardbackwarddoublystochasticdifferentialequationsandrelatednonlocalstochasticpartialdifferentialequations
AT yufengshi meanfieldforwardbackwarddoublystochasticdifferentialequationsandrelatednonlocalstochasticpartialdifferentialequations
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