OpenAlex | Forward–backward stochastic differential equations with monotone functionals and mean field games with common noise

Forward–backward stochastic differential equations with monotone functionals and mean field games with common noise

Work

Year: 2019

Type: article

Source: Stochastic Processes and their Applications

Authors Saran Ahuja, Weiluo Ren, Tzu-Wei Yang

Institutions Stanford University, University of Minnesota

Cites: 29

Cited by: 20

Related to: 10

FWCI: 2.873

Citation percentile (by year/subfield): 93.42

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Peace, justice, and strong institutions

Open Access status: bronze