Abstract
Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before. Under some suitable monotonicity assumptions, the existence and uniqueness results for measurable solutions are established by means of a method of continuation. Furthermore, the probabilistic interpretation for the solutions to a class of nonlocal stochastic partial differential equations (SPDEs) combined with algebra equations is given.
Citation
Qingfeng Zhu. Yufeng Shi. "Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations." Abstr. Appl. Anal. 2014 (SI35) 1 - 10, 2014. https://doi.org/10.1155/2014/194341