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Mean-field SDEs with jumps and nonlocal integral-PDEs
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
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Weak Solutions for First Order Mean Field Games with Local Coupling
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The Master Equation for Large Population Equilibriums
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A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
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McKean-Vlasov limit for interacting random processes in random media
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Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type
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Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
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Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton–Jacobi–Bellman equations
inferredcites →https://doi.org/10.1016/j.spa.2009.05.002openalex-snapshot
Mean-field backward stochastic differential equations and related partial differential equations
inferredcites →https://doi.org/10.1016/j.spa.2013.12.005openalex-snapshot
L p estimates for fully coupled FBSDEs with jumps
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Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
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A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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Stochastic Differential Equations with Nonlocal Sample Dependence
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Large deviations from the mckean-vlasov limit for weakly interacting diffusions
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Backward stochastic differential equations and integral-partial differential equations
inferredcites →https://doi.org/10.1090/s0025-5718-97-00776-xopenalex-snapshot
A stochastic particle method for the McKean-Vlasov and the Burgers equation
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Bond Market Structure in the Presence of Marked Point Processes
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Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
inferredcites →https://doi.org/10.1155/2014/262713openalex-snapshot
Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems
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Mean-field backward stochastic differential equations: A limit approach
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Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics
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Mean-field stochastic differential equations and associated PDEs
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Stochastic differential equations with jumps
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Dynamics of the McKean-Vlasov Equation
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Mean field forward-backward stochastic differential equations
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A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Well-Posedness and Averaging Principle for Lévy-Type Mckean-Vlasov Stochastic Differential Equations Under Local Lipschitz Conditions
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Equilibrium Model of Limit Order Books: A Mean-Field Game View
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Mean-Field Reflected Generalized BSDEs with Jumps Under Stochastic Conditions
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Graphon Mean-Field Backward Stochastic Differential Equations With Jumps and Associated Dynamic Risk Measures
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Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps
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Sensitivity Analysis for Mean-Field Stochastic Differential Equations with Jumps and Its Applications in Option Pricing
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Anticipated mean-field backward stochastic differential equations with jumps∗
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Numerical methods for mean-field stochastic differential equations with jumps
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Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps
inferred← citeshttps://doi.org/10.1016/j.chaos.2026.118313openalex-snapshot
Convergence and stability analysis of neural stochastic differential equations with Poisson jumps
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Linearization of nonlinear Fokker-Planck equations and applications
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Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations
inferred← citeshttps://doi.org/10.1016/j.jmaa.2018.05.074openalex-snapshot
General mean-field BSDEs with continuous coefficients
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Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
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Partial derivative with respect to the measure and its application to general controlled mean-field systems
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Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations
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Well-posedness and averaging principle for non-Gaussian McKean–Vlasov stochastic differential equations with locally Lipschitz coefficients
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A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps
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Small mass limit for stochastic interacting particle systems with Lévy noise and linear alignment force
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Regularity for distribution-dependent SDEs driven by jump processes
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Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise
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Properties of solution for fully coupled fractional mean-field forward-backward stochastic differential equation
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Aperiodically Intermittent Control for Hybrid McKean–Vlasov Stochastic Differential Equations Driven by Lévy Noise Based on Discrete-Time Observations
inferred← citeshttps://doi.org/10.4208/jcm.2310-m2023-0089openalex-snapshot
A New Second Order Numerical Scheme for Solving Decoupled Mean-Field Fbsdes with Jumps
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An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps
inferred← citeshttps://doi.org/10.48550/arxiv.1901.11125openalex-snapshot
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
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Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations
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Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients
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