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	Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function
	Li Juan; Min Hui
刊名	系统科学与复杂性学报（英文版）
	2016
卷号	29期号:5页码:1238-1268
关键词	Dynamic programming principle (DPP) Hamilton-Jacobi-Bellman (HJB) equation mean-field backward stochastic differential equation (mean-field BSDE) with jump Poisson random measure value function
DOI	10.1007/s11424-016-4275-5
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4712741
专题	山东大学
作者单位	1.School of Mathematics and Statistics, Shandong University, Weihai, Weihai, 264209, China 2.School of Mathematics and Statistics, Shand
推荐引用方式 GB/T 7714	Li Juan,Min Hui. Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function[J]. 系统科学与复杂性学报（英文版）,2016,29(5):1238-1268.
APA	Li Juan,&Min Hui.(2016).Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function.系统科学与复杂性学报（英文版）,29(5),1238-1268.
MLA	Li Juan,et al."Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function".系统科学与复杂性学报（英文版） 29.5(2016):1238-1268.

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