Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
نویسندگان
چکیده
The work concerns a type of backward multivalued McKean-Vlasov stochastic differential equations. First, we prove the existence and uniqueness solutions for equation. Then, it is presented that first components their depend continuously on terminal values. Finally, give probabilistic interpretation viscosity nonlocal quasi-linear parabolic variational inequalities.
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ژورنال
عنوان ژورنال: Discrete and Continuous Dynamical Systems - Series S
سال: 2022
ISSN: ['1937-1632', '1937-1179']
DOI: https://doi.org/10.3934/dcdss.2022207