A Variational Formula of Forward-Backward Stochastic Differential System of Mean-Field Type with Observation Noise and Some Application

Meijiao Wang, Maoning Tang, Qiuhong Shi, Qingxin Meng

Communications on Applied Mathematics and Computation . 2026, (1): 269 -286 . DOI: 10.1007/s42967-024-00431-9