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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Ying Hu

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Preprint Sep 2026

Sharp propagation of chaos for mean-field backward stochastic differential equations

We study quantitative propagation of chaos for mean-field forward-backward stochastic differential equations with interactions through the empirical measures of the forward states, backward values, and diagonal martingale integrands. Our main contribution is to introduce an intermediate-particle comparison method that...

Shu-Xian Gao, Ying Hu, Jia-Qiang Wen · 1 citation
Preprint Sep 2026

Sharp propagation of chaos for mean-field backward stochastic differential equations

We study propagation of chaos for decoupled mean-field forward-backward stochastic differential equations whose generators depend on the empirical laws of the forward states, backward values and diagonal martingale integrands. Under monotonicity and Lipschitz assumptions, synchronous coupling gives quantitative estimat...

Shu-Xian Gao, Ying Hu, Jia-Qiang Wen · 1 citation

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