A maximum principle for mean-field SDEs with time change (Q1678481): Difference between revisions

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Latest revision as of 17:40, 14 July 2024

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A maximum principle for mean-field SDEs with time change
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    A maximum principle for mean-field SDEs with time change (English)
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    17 November 2017
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    time change
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    martingale random fields
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    mean-field SDE
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    mean-field BSDEs
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    mean-field stochastic optimal control
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