Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs

Mean field games

Jean‐Michel Lasry, Pierre-Louis Lions · Japanese journal of mathematics · 2007 · 2.6K citations

Probability and Related Topics in Physical Sciences.

K. A. Bush, Marc Kac, G. E. Uhlenbeck et al. · American Mathematical Monthly · 1960 · 807 citations

Natural Sciences, Mathematics, Physics +14

Backward stochastic differential equations and integral-partial differential equations

Guy Barles, Rainer Buckdahn, Étienne Pardoux · Stochastics and stochastics reports · 1997 · 572 citations

Natural Sciences, Mathematics, Differential Equations +10

Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps

Shanjian Tang, Xunjing Li · SIAM Journal on Control and Optimization · 1994 · 543 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Mean-field backward stochastic differential equations and related partial differential equations

Rainer Buckdahn, Juan Li, Shigē Péng · Stochastic Processes and their Applications · 2009 · 334 citations

Engineering, Mathematics, Differential Equations +13