Title of Paper:Mean-field type FBSDEs under domination-monotonicity conditions and application to LQ problems
Journal:SIAM Journal on Control and Optimization
First Author:Ran Tian
Correspondence Author:Zhiyong Yu
Volume:61
Issue:1
Page Number:22-46
Translation or Not:No
Date of Publication:2023-01
Included Journals:SCI
Release Time:2023-01-24
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender : Male
Alma Mater : 山东大学
Education Level : With Certificate of Graduation for Doctorate Study
Degree : Doctoral Degree in Science
Status : Employed
School/Department : 数学学院
Date of Employment : 2002-07-16
Faculty/School : School of Mathematics
Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics
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