Mean field forward-backward stochastic differential equations

Rene A. Carmona, Francois Delarue

Research output: Contribution to journalArticlepeer-review

73 Scopus citations


THE purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal control of dynamics of the McKean Vlasov type.

Original languageEnglish (US)
JournalElectronic Communications in Probability
StatePublished - 2013

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


  • FBSDEs
  • Mean field interactions


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