A maximum principle for mean-field SDEs with time change (Q1678481): Difference between revisions
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Revision as of 04:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for mean-field SDEs with time change |
scientific article |
Statements
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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