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Mean-Field Type Quadratic BSDEs

open access: yesNumerical Algebra, Control and Optimization, 2023
In this paper, we give several new results on solvability of a quadratic BSDE whose generator depends also on the mean of both variables. First, we consider such a BSDE using John-Nirenberg's inequality for BMO martingales to estimate its contribution to the evolution of the first unknown variable.
Ying Hu
exaly   +5 more sources

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