Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377): Difference between revisions
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Revision as of 23:45, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem |
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Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (English)
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28 November 2019
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mean-field backward stochastic differential equation
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anticipated backward stochastic differential equation
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fractional Brownian motion
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stochastic control
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