标题：Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
作者：Zhu, Qingfeng; Shi, Yufeng
作者机构：[Zhu, Qingfeng] Shandong Univ Finance & Econ, Sch Math & Quantitat Econ, Jinan 250014, Peoples R China.; [Zhu, Qingfeng; Shi, Yufeng] Shandong Univ, 更多
通讯作者地址：[Shi, YF]Shandong Univ, Inst Financial Studies, Jinan 250199, Peoples R China.
来源：ABSTRACT AND APPLIED ANALYSIS
摘要：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.