Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377): Difference between revisions

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-Yu-feng Shi
@@ Property / author: Yu-feng Shi / rank @@
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+Yu-feng Shi
@@ Property / author: Yu-feng Shi / rank @@
+Normal rank
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+MaRDI publication profile
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+W2964251538
@@ Property / OpenAlex ID: W2964251538 / rank @@
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+.10482
@@ Property / arXiv ID: 1804.10482 / rank @@
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@@ Property / cites work @@
+Backward SDEs driven by Gaussian processes
@@ Property / cites work: Backward SDEs driven by Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
+Normal rank
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+Generalized BSDEs driven by fractional Brownian motion
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+Mean-field backward stochastic differential equations: A limit approach
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+Mean-field backward stochastic differential equations and related partial differential equations
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+Mean-field stochastic differential equations and associated PDEs
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+Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem
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+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
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+Stochastic analysis of the fractional Brownian motion
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+Backward Stochastic Differential Equations in Finance
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+Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
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+Integral transformations and anticipative calculus for fractional Brownian motions
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+Q4925771
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+Backward Stochastic Differential Equation Driven by Fractional Brownian Motion
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+Mean field games
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+Fractional backward stochastic differential equations and fractional backward variational inequalities
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+The Malliavin Calculus and Related Topics
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+Q4029028
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+Anticipated backward stochastic differential equations
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+Anticipative backward stochastic differential equations driven by fractional Brownian motion
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+Maximum principle for a stochastic delayed system involving terminal state constraints
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+Q4255599
@@ Property / cites work: Q4255599 / rank @@
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+Publication:2009377