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Posedness

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Preview of Well-Posedness of High-Dimensional Forward-Backward Stochastic Differential Equations (FBSDEs)
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Well-Posedness of High-Dimensional Forward-Backward Stochastic Differential Equations (FBSDEs) (10.pdf)

125 KBEN 12 pages
This paper extends the well-posedness result for Forward-Backward Stochastic Differential Equations (FBSDEs) to high dimensions, significantly weakening existing key conditions, allowing for arbitrary time durations, random coefficients, degenerate forward diffusion, and no...
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Preview of Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data
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Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data (MZ-Master.pdf)

861 KBEN 94 pages
This paper studies second-order master equations from mean field games with nonsmooth data, relaxing the regularity of the data while maintaining the monotonicity condition.
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To find more books about posedness, you can use related keywords: Global Well Posedness Of Nonlinear Parabolic Hyper, Well-Posedness of High-Dimensional Forward-Backward Stochastic Differential Equations (FBSDEs), Posedness

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