Topics in Stochastic Analysis under Weak Regularity Conditions with Applications to Finance and Mean-Field Game Theory
Abstract
We studied two problems that are related to weak regularity conditions. One is about strong solvability of mean-field forward-backward stochastic differential equations with discontinuous coefficients. Another one is about the function space that transforms a continuous Markov semimartingale into a semimartingale.
Fields of Study & Subjects
Stochastic processes and financial applications
Nonlinear Differential Equations Analysis
Fuzzy Systems and Optimization
Publication details
- Journal / source
- Monash University
- Publication date
- 1 January 2026
- Document type
- Thesis